+205.1%
BLK vs ALC
+24.0%
+181.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.8% |
| 7D | -3.6% | -2.1% | -1.5% | -2.5% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | +10.4% | +5.9% | +4.5% | +6.5% |
| 6M | +8.2% | -15.9% | +24.1% | +17.5% |
| YTD | +6.0% | -10.1% | +16.1% | +10.6% |
| 1Y | +3.3% | -10.2% | +13.6% | +7.5% |
| 3Y | +70.3% | -13.6% | +83.8% | +75.2% |
| 5Y | +34.5% | -15.1% | +49.6% | +36.5% |
| All | +205.1% | +24.0% | +181.1% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling