-2.8%
BLK vs ALL
+29.5%
-32.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.6% |
| 7D | -3.3% | -2.3% | -1.0% | -3.3% |
| 30D | -6.5% | -0.4% | -6.1% | -6.5% |
| 3M | +6.7% | +16.0% | -9.3% | +6.2% |
| 6M | +14.7% | +24.6% | -9.8% | +13.2% |
| YTD | +2.5% | +23.7% | -21.1% | +1.2% |
| 1Y | -2.8% | +27.7% | -30.5% | -4.5% |
| All | -2.8% | +29.5% | -32.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling