+31.2%
BLK vs AMC
-99.5%
+130.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.9% |
| 7D | -2.7% | -6.8% | +4.1% | -2.3% |
| 30D | -4.8% | +1.7% | -6.4% | -4.9% |
| 3M | +6.5% | +26.8% | -20.3% | +4.2% |
| 6M | +13.1% | +117.7% | -104.5% | +6.6% |
| YTD | +1.8% | +57.7% | -55.9% | -2.4% |
| 1Y | -1.0% | -12.5% | +11.5% | -2.0% |
| 3Y | +66.0% | -65.7% | +131.7% | +67.6% |
| 5Y | +31.2% | -99.5% | +130.7% | +64.2% |
| All | +31.2% | -99.5% | +130.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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