+1,707.5%
AMAT vs BLK
+270.9%
+1,436.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.9% |
| 7D | +6.9% | -2.7% | +9.6% | +9.1% |
| 30D | -10.1% | -4.8% | -5.3% | -6.9% |
| 3M | -6.0% | +6.5% | -12.5% | -12.2% |
| 6M | +38.6% | +13.1% | +25.5% | +22.7% |
| YTD | +83.1% | +1.8% | +81.3% | +76.9% |
| 1Y | +188.3% | -1.0% | +189.3% | +183.8% |
| 3Y | +225.3% | +66.0% | +159.4% | +103.7% |
| 5Y | +262.0% | +31.2% | +230.7% | +174.3% |
| 10Y | +1,707.5% | +278.5% | +1,429.0% | +592.7% |
| All | +1,707.5% | +270.9% | +1,436.6% | +592.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling