-16.3%
AMAT vs BLK
+13.3%
-29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.3% | +10.4% |
| 7D | -1.1% | +4.1% | -5.1% | -1.3% |
| 30D | -26.9% | +12.2% | -39.1% | -27.4% |
| 3M | -31.2% | +7.4% | -38.6% | -31.9% |
| All | -16.3% | +13.3% | -29.5% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling