+63.2%
BLK vs ALC
-18.5%
+81.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.1% |
| 7D | -5.2% | -7.7% | +2.5% | -2.4% |
| 30D | -7.0% | -11.7% | +4.6% | -2.7% |
| 3M | +5.7% | +0.7% | +5.0% | +5.1% |
| 6M | +11.0% | -17.1% | +28.1% | +18.4% |
| YTD | +0.9% | -15.1% | +16.0% | +6.4% |
| 1Y | -1.6% | -14.1% | +12.5% | +3.1% |
| All | +63.2% | -18.5% | +81.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling