+66.9%
AMAT vs BLK
+14.6%
+52.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.0% |
| 7D | +11.4% | +3.7% | +7.6% | +9.2% |
| 30D | -17.0% | +13.9% | -30.9% | -22.1% |
| 3M | -30.6% | +3.9% | -34.5% | -31.7% |
| 6M | -14.9% | +13.0% | -27.9% | -19.0% |
| YTD | +44.7% | +16.1% | +28.6% | +33.9% |
| 1Y | +66.9% | +16.8% | +50.1% | +54.1% |
| All | +66.9% | +14.6% | +52.3% | +54.1% |
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