+65.5%
BLK vs AS
+123.4%
-58.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.7% | -4.9% | +8.6% | +4.8% |
| 30D | +13.9% | +3.9% | +10.0% | +13.0% |
| 3M | +3.9% | -9.6% | +13.5% | +5.9% |
| 6M | +13.0% | -8.7% | +21.6% | +14.7% |
| YTD | +16.1% | -19.8% | +36.0% | +20.3% |
| 1Y | +16.8% | -1.5% | +18.3% | +16.6% |
| All | +65.5% | +123.4% | -58.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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