+30.9%
BLK vs ALM
+856.4%
-825.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.5% |
| 7D | -5.2% | -7.1% | +1.9% | -4.9% |
| 30D | -7.0% | +24.7% | -31.7% | -8.0% |
| 3M | +5.7% | +8.3% | -2.6% | +4.8% |
| 6M | +11.0% | -22.2% | +33.2% | +11.1% |
| YTD | +0.9% | +88.1% | -87.2% | -2.5% |
| 1Y | -1.6% | +272.4% | -274.0% | -7.5% |
| 3Y | +64.5% | +2,004.1% | -1,939.7% | +44.7% |
| 5Y | +30.9% | +915.8% | -884.9% | +17.1% |
| All | +30.9% | +856.4% | -825.6% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling