-1.6%
BLK vs AR
+22.8%
-24.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -1.3% | -3.9% | -5.3% |
| 30D | -7.0% | +3.5% | -10.6% | -6.7% |
| 3M | +5.7% | +9.9% | -4.2% | +6.7% |
| 6M | +11.0% | +4.5% | +6.5% | +11.2% |
| YTD | +0.9% | +13.7% | -12.8% | +1.1% |
| 1Y | -1.6% | +19.2% | -20.9% | -0.2% |
| All | -1.6% | +22.8% | -24.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling