+3,122.8%
AMAT vs BLK
+13,445.8%
-10,323.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.5% |
| 7D | -1.5% | -3.6% | +2.1% | +0.4% |
| 30D | -14.8% | -1.0% | -13.8% | -14.5% |
| 3M | -9.3% | +10.4% | -19.6% | -14.4% |
| 6M | +27.4% | +8.2% | +19.2% | +21.4% |
| YTD | +77.6% | +6.0% | +71.5% | +71.0% |
| 1Y | +188.9% | +3.3% | +185.6% | +181.6% |
| 3Y | +202.3% | +70.3% | +132.0% | +128.5% |
| 5Y | +248.9% | +34.5% | +214.4% | +199.3% |
| 10Y | +1,585.2% | +281.9% | +1,303.3% | +815.6% |
| All | +3,122.8% | +13,445.8% | -10,323.0% | +378.9% |
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