+43.4%
BLK vs AUR
-35.7%
+79.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -6.5% | -6.4% | -0.1% | -6.1% |
| 3M | +6.7% | +7.7% | -1.0% | +5.4% |
| 6M | +14.7% | +44.5% | -29.8% | +9.3% |
| YTD | +2.5% | +67.4% | -64.9% | -4.0% |
| 1Y | -2.8% | +15.4% | -18.2% | -5.9% |
| 3Y | +65.9% | +94.8% | -29.0% | +40.6% |
| 5Y | +33.0% | -35.1% | +68.1% | +10.8% |
| All | +43.4% | -35.7% | +79.1% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling