+449.9%
BLK vs ALM
+8,394.4%
-7,944.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -1.9% |
| 7D | -2.4% | +8.4% | -10.8% | -2.4% |
| 30D | -3.1% | +34.8% | -38.0% | -3.2% |
| 3M | +10.7% | +16.2% | -5.6% | +10.6% |
| 6M | +15.9% | +2.1% | +13.7% | +15.8% |
| YTD | +4.0% | +117.0% | -113.0% | +3.6% |
| 1Y | +1.3% | +313.9% | -312.6% | +0.6% |
| 3Y | +69.6% | +2,327.9% | -2,258.4% | +67.1% |
| 5Y | +33.8% | +1,040.6% | -1,006.9% | +32.0% |
| 10Y | +276.2% | +3,219.4% | -2,943.3% | +268.9% |
| All | +449.9% | +8,394.4% | -7,944.5% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling