+275.1%
BLK vs APA
-2.4%
+277.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.3% | +4.6% | -7.9% | -4.0% |
| 30D | -6.5% | +11.9% | -18.4% | -8.3% |
| 3M | +6.7% | +22.5% | -15.7% | +2.7% |
| 6M | +14.7% | +37.5% | -22.8% | +7.1% |
| YTD | +2.5% | +87.2% | -84.6% | -9.7% |
| 1Y | -2.8% | +101.4% | -104.2% | -15.9% |
| 3Y | +65.9% | +16.9% | +48.9% | +53.0% |
| 5Y | +33.0% | +178.4% | -145.5% | +2.6% |
| All | +275.1% | -2.4% | +277.4% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling