-10.7%
AMAT vs BLK
+14.3%
-25.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.7% | +5.9% |
| 7D | +7.0% | +0.2% | +6.8% | +6.8% |
| 30D | -20.6% | +13.1% | -33.7% | -21.4% |
| 3M | -24.8% | +7.3% | -32.0% | -25.7% |
| 6M | -10.7% | +14.6% | -25.4% | -5.7% |
| All | -10.7% | +14.3% | -25.1% | -5.7% |
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 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