+65.9%
BLK vs ALM
+1,801.8%
-1,735.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.9% |
| 7D | -3.3% | -11.8% | +8.5% | -2.8% |
| 30D | -6.5% | +7.8% | -14.3% | -7.0% |
| 3M | +6.7% | -9.3% | +16.0% | +6.7% |
| 6M | +14.7% | -30.5% | +45.2% | +15.4% |
| YTD | +2.5% | +75.8% | -73.3% | -0.7% |
| 1Y | -2.8% | +241.2% | -244.0% | -8.5% |
| 3Y | +65.9% | +1,872.6% | -1,806.8% | +47.7% |
| All | +65.9% | +1,801.8% | -1,735.9% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling