+13,071.1%
BLK vs APA
+245.6%
+12,825.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | -3.1% | +15.7% | -18.8% | -6.5% |
| 3M | +10.7% | +16.5% | -5.8% | +6.1% |
| 6M | +15.9% | +35.1% | -19.2% | +6.0% |
| YTD | +4.0% | +82.2% | -78.2% | -11.7% |
| 1Y | +1.3% | +102.5% | -101.2% | -16.8% |
| 3Y | +69.6% | +10.3% | +59.3% | +54.5% |
| 5Y | +33.8% | +166.1% | -132.3% | -6.2% |
| 10Y | +276.2% | -4.9% | +281.0% | +164.7% |
| All | +13,071.1% | +245.6% | +12,825.5% | +8,665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling