-2.8%
BLK vs ALM
+247.3%
-250.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.0% |
| 7D | -3.3% | -11.8% | +8.5% | -2.7% |
| 30D | -6.5% | +7.8% | -14.3% | -7.1% |
| 3M | +6.7% | -9.3% | +16.0% | +6.8% |
| 6M | +14.7% | -30.5% | +45.2% | +15.6% |
| YTD | +2.5% | +75.8% | -73.3% | -1.4% |
| 1Y | -2.8% | +241.2% | -244.0% | -7.6% |
| All | -2.8% | +247.3% | -250.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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