+13,325.9%
BLK vs ALL
+1,886.4%
+11,439.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -3.6% | 0.0% | -3.7% | -3.6% |
| 30D | -1.0% | -1.5% | +0.5% | -0.5% |
| 3M | +10.4% | +23.6% | -13.3% | -2.3% |
| 6M | +8.2% | +22.3% | -14.2% | -4.0% |
| YTD | +6.0% | +26.5% | -20.5% | -8.1% |
| 1Y | +3.3% | +27.0% | -23.7% | -11.0% |
| 3Y | +70.3% | +149.6% | -79.3% | -0.8% |
| 5Y | +34.5% | +118.1% | -83.6% | -18.1% |
| 10Y | +281.9% | +369.0% | -87.0% | +52.0% |
| All | +13,325.9% | +1,886.4% | +11,439.5% | +2,967.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling