+48.5%
AMZN vs BLK
+32.0%
+16.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | -0.7% | -3.3% | +2.6% | +1.6% |
| 30D | -3.9% | -6.5% | +2.6% | +0.4% |
| 3M | +6.3% | +6.7% | -0.4% | +1.1% |
| 6M | +20.8% | +14.7% | +6.0% | +8.8% |
| YTD | +11.2% | +2.5% | +8.7% | +7.5% |
| 1Y | +11.7% | -2.8% | +14.4% | +11.3% |
| 3Y | +79.4% | +65.9% | +13.6% | +16.0% |
| All | +48.5% | +32.0% | +16.5% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling