+14.2%
BLK vs AS
-11.3%
+25.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.2% |
| 7D | +5.2% | +4.5% | +0.7% | +3.9% |
| 30D | +12.9% | +13.2% | -0.3% | +8.9% |
| 3M | +8.6% | -11.9% | +20.5% | +11.9% |
| All | +14.2% | -11.3% | +25.5% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling