+2,526.3%
AMAT vs BLK
+14,636.5%
-12,110.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.3% | +9.8% |
| 7D | -1.1% | +4.1% | -5.1% | -2.9% |
| 30D | -26.9% | +12.2% | -39.1% | -31.1% |
| 3M | -31.2% | +7.4% | -38.6% | -33.7% |
| 6M | -14.7% | +13.2% | -27.9% | -20.7% |
| YTD | +44.7% | +15.4% | +29.4% | +33.6% |
| 1Y | +62.0% | +14.6% | +47.3% | +49.9% |
| 3Y | +165.0% | +99.2% | +65.7% | +85.2% |
| 5Y | +147.1% | +41.9% | +105.3% | +106.3% |
| 10Y | +1,315.3% | +326.3% | +989.0% | +629.3% |
| All | +2,526.3% | +14,636.5% | -12,110.2% | +274.0% |
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