+31.2%
BLK vs AR
+148.2%
-117.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -4.8% | +5.5% | -10.3% | -5.5% |
| 3M | +6.5% | +12.9% | -6.4% | +4.5% |
| 6M | +13.2% | +0.1% | +13.1% | +12.4% |
| YTD | +1.8% | +13.5% | -11.7% | -1.1% |
| 1Y | -1.0% | +21.6% | -22.5% | -5.3% |
| 3Y | +66.0% | +46.0% | +20.0% | +50.9% |
| 5Y | +31.2% | +143.7% | -112.5% | +9.2% |
| All | +31.2% | +148.2% | -117.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling