+97.7%
BLK vs AR
+48.6%
+49.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.7% | +7.4% | -3.6% | +3.1% |
| 30D | +13.9% | +5.8% | +8.1% | +13.1% |
| 3M | +3.9% | +5.2% | -1.3% | +3.2% |
| 6M | +13.0% | +5.4% | +7.5% | +12.0% |
| YTD | +16.1% | +12.4% | +3.7% | +13.1% |
| 1Y | +16.8% | +12.8% | +4.0% | +13.5% |
| 3Y | +97.7% | +47.2% | +50.5% | +83.5% |
| All | +97.7% | +48.6% | +49.1% | +83.5% |
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