+30.9%
BLK vs ALC
-19.4%
+50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.4% |
| 7D | -5.2% | -7.7% | +2.5% | -1.6% |
| 30D | -7.0% | -11.7% | +4.6% | -1.6% |
| 3M | +5.7% | +0.7% | +5.0% | +4.9% |
| 6M | +11.0% | -17.1% | +28.1% | +20.1% |
| YTD | +0.9% | -15.1% | +16.0% | +7.7% |
| 1Y | -1.6% | -14.1% | +12.5% | +4.0% |
| 3Y | +64.5% | -18.2% | +82.6% | +73.4% |
| 5Y | +30.9% | -19.2% | +50.0% | +31.2% |
| All | +30.9% | -19.4% | +50.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling