+51.1%
BLK vs AS
+120.4%
-69.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.1% |
| 7D | -3.6% | -4.9% | +1.3% | -2.7% |
| 30D | -1.0% | -19.6% | +18.6% | +3.2% |
| 3M | +10.4% | -14.4% | +24.8% | +13.6% |
| 6M | +8.2% | -20.1% | +28.3% | +12.4% |
| YTD | +6.0% | -20.9% | +27.0% | +10.3% |
| 1Y | +3.3% | -21.9% | +25.2% | +7.4% |
| All | +51.1% | +120.4% | -69.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling