+64.7%
BLK vs AR
+44.6%
+20.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -4.8% | +5.5% | -10.3% | -5.3% |
| 3M | +6.5% | +12.9% | -6.4% | +5.0% |
| 6M | +13.1% | +0.1% | +13.1% | +12.7% |
| YTD | +1.8% | +13.5% | -11.7% | -0.7% |
| 1Y | -1.0% | +21.6% | -22.5% | -4.9% |
| All | +64.7% | +44.6% | +20.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling