+44.8%
BLK vs AR
+99.4%
-54.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.7% | +7.4% | -3.6% | +2.8% |
| 30D | +13.9% | +5.8% | +8.1% | +12.8% |
| 3M | +3.9% | +5.2% | -1.3% | +2.9% |
| 6M | +13.0% | +5.4% | +7.5% | +11.5% |
| YTD | +16.1% | +12.4% | +3.7% | +12.6% |
| 1Y | +16.8% | +12.8% | +4.0% | +13.0% |
| 3Y | +97.7% | +47.2% | +50.5% | +79.0% |
| All | +44.8% | +99.4% | -54.5% | +26.8% |
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