+12,882.1%
BLK vs AU
+430.8%
+12,451.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -3.3% | -4.3% | +1.0% | -2.9% |
| 30D | -6.5% | +7.3% | -13.8% | -7.4% |
| 3M | +6.7% | +26.3% | -19.6% | +3.7% |
| 6M | +14.7% | +1.8% | +13.0% | +13.6% |
| YTD | +2.5% | +26.8% | -24.3% | -1.3% |
| 1Y | -2.8% | +66.7% | -69.5% | -9.5% |
| 3Y | +65.9% | +579.1% | -513.2% | +29.5% |
| 5Y | +33.0% | +689.3% | -656.4% | +0.2% |
| 10Y | +281.2% | +686.6% | -405.4% | +168.3% |
| All | +12,882.1% | +430.8% | +12,451.3% | +9,228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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