+442.1%
BLK vs AMC
-97.5%
+539.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.2% |
| 30D | +13.1% | +14.0% | -0.9% | +12.7% |
| 3M | +7.3% | +42.5% | -35.2% | +6.1% |
| 6M | +14.6% | +142.6% | -127.9% | +11.2% |
| YTD | +16.5% | +119.2% | -102.8% | +13.1% |
| 1Y | +15.4% | +40.7% | -25.4% | +13.3% |
| 3Y | +97.2% | -57.3% | +154.5% | +96.4% |
| 5Y | +43.4% | -99.1% | +142.5% | +51.4% |
| 10Y | +322.5% | -98.7% | +421.2% | +356.0% |
| All | +442.1% | -97.5% | +539.6% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling