+268.9%
AMAT vs BLK
+33.5%
+235.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +5.5% |
| 7D | +7.0% | -2.4% | +9.4% | +9.0% |
| 30D | -12.2% | -3.1% | -9.1% | -10.3% |
| 3M | -3.8% | +10.7% | -14.5% | -13.0% |
| 6M | +45.9% | +15.9% | +30.0% | +26.5% |
| YTD | +84.6% | +4.0% | +80.6% | +75.4% |
| 1Y | +193.4% | +1.3% | +192.1% | +183.7% |
| 3Y | +228.1% | +69.6% | +158.5% | +96.0% |
| 5Y | +268.9% | +33.8% | +235.2% | +171.9% |
| All | +268.9% | +33.5% | +235.4% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling