+454.4%
BLK vs AR
-27.2%
+481.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -1.0% | +14.8% | -15.8% | -2.6% |
| 3M | +10.4% | +6.2% | +4.1% | +9.4% |
| 6M | +8.2% | +4.3% | +3.9% | +7.1% |
| YTD | +6.0% | +14.4% | -8.3% | +3.7% |
| 1Y | +3.3% | +21.3% | -18.0% | +0.1% |
| 3Y | +70.3% | +39.8% | +30.5% | +59.9% |
| 5Y | +34.5% | +142.1% | -107.6% | +16.7% |
| 10Y | +281.9% | +52.0% | +229.9% | +229.6% |
| All | +454.4% | -27.2% | +481.6% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling