+18.0%
BLK vs AUR
-17.4%
+35.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.9% | +5.9% |
| 7D | +5.7% | -19.8% | +25.6% | +8.3% |
| 30D | +14.8% | -29.0% | +43.9% | +19.2% |
| 3M | +8.8% | -43.6% | +52.4% | +16.0% |
| 6M | +17.6% | -36.6% | +54.3% | +22.1% |
| YTD | +16.3% | +6.3% | +10.0% | +8.5% |
| 1Y | +18.0% | -9.0% | +27.0% | +14.1% |
| All | +18.0% | -17.4% | +35.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling