+507.2%
BLK vs AR
-28.5%
+535.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.7% | +7.4% | -3.6% | +2.9% |
| 30D | +13.9% | +5.8% | +8.1% | +13.0% |
| 3M | +3.9% | +5.2% | -1.3% | +3.1% |
| 6M | +13.0% | +5.4% | +7.5% | +11.8% |
| YTD | +16.1% | +12.4% | +3.7% | +13.5% |
| 1Y | +16.8% | +12.8% | +4.0% | +14.0% |
| 3Y | +97.7% | +47.2% | +50.5% | +84.4% |
| 5Y | +42.1% | +101.1% | -59.0% | +25.7% |
| 10Y | +321.3% | +57.6% | +263.7% | +260.9% |
| All | +507.2% | -28.5% | +535.6% | +481.2% |
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 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