+295.7%
AMD vs BLK
+91.9%
+203.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.5% |
| 7D | -11.0% | +2.7% | -13.8% | -12.4% |
| 30D | -30.5% | +10.2% | -40.7% | -35.1% |
| 3M | -8.2% | +4.9% | -13.1% | -11.4% |
| 6M | +6.6% | +11.0% | -4.4% | -2.3% |
| YTD | +109.7% | +11.9% | +97.7% | +89.1% |
| 1Y | +88.9% | +12.6% | +76.3% | +69.4% |
| All | +295.7% | +91.9% | +203.8% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling