+147.1%
AMAT vs BLK
+42.4%
+104.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.3% | +8.9% |
| 7D | -1.1% | +4.1% | -5.1% | -3.9% |
| 30D | -26.9% | +12.2% | -39.1% | -33.3% |
| 3M | -31.2% | +7.4% | -38.6% | -35.2% |
| 6M | -14.7% | +13.2% | -27.9% | -24.0% |
| YTD | +44.7% | +15.4% | +29.4% | +26.6% |
| 1Y | +62.0% | +14.6% | +47.3% | +42.3% |
| 3Y | +165.0% | +99.2% | +65.7% | +37.9% |
| 5Y | +147.1% | +41.9% | +105.3% | +76.8% |
| All | +147.1% | +42.4% | +104.7% | +76.8% |
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