+188.3%
AMAT vs BLK
-0.6%
+188.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.3% |
| 7D | +6.9% | -2.7% | +9.6% | +8.3% |
| 30D | -10.1% | -4.8% | -5.3% | -8.1% |
| 3M | -6.0% | +6.5% | -12.5% | -9.9% |
| 6M | +38.6% | +13.2% | +25.5% | +26.2% |
| YTD | +83.1% | +1.8% | +81.3% | +80.5% |
| 1Y | +188.3% | -1.0% | +189.3% | +189.7% |
| All | +188.3% | -0.6% | +188.9% | +189.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling