+2,700.2%
AMAT vs BLK
+14,777.2%
-12,077.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.7% | +5.9% |
| 7D | +7.0% | +0.2% | +6.8% | +7.3% |
| 30D | -20.6% | +13.1% | -33.7% | -25.4% |
| 3M | -24.8% | +7.3% | -32.0% | -27.5% |
| 6M | -10.7% | +14.6% | -25.4% | -17.5% |
| YTD | +54.3% | +16.5% | +37.8% | +41.7% |
| 1Y | +73.7% | +15.4% | +58.4% | +60.3% |
| 3Y | +168.4% | +97.2% | +71.3% | +88.5% |
| 5Y | +167.6% | +43.4% | +124.2% | +122.1% |
| 10Y | +1,425.2% | +322.5% | +1,102.7% | +688.8% |
| All | +2,700.2% | +14,777.2% | -12,077.1% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling