+6,434.6%
AMZN vs BLK
+12,905.6%
-6,470.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.8% |
| 7D | -1.0% | -2.7% | +1.7% | +0.2% |
| 30D | -9.2% | -4.8% | -4.5% | -7.3% |
| 3M | +3.4% | +6.5% | -3.1% | +0.1% |
| 6M | +18.2% | +13.2% | +5.1% | +11.2% |
| YTD | +9.3% | +1.8% | +7.5% | +7.5% |
| 1Y | +5.9% | -1.0% | +6.9% | +5.1% |
| 3Y | +82.6% | +66.0% | +16.6% | +42.6% |
| 5Y | +44.9% | +31.2% | +13.6% | +25.8% |
| 10Y | +564.1% | +278.5% | +285.6% | +249.9% |
| All | +6,434.6% | +12,905.6% | -6,470.9% | +776.4% |
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