+779.1%
BLK vs AMCR
+93.5%
+685.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -3.3% | -6.3% | +3.0% | -0.9% |
| 30D | -6.5% | -7.8% | +1.3% | -3.7% |
| 3M | +6.7% | +7.5% | -0.8% | +3.6% |
| 6M | +14.7% | +2.7% | +12.0% | +12.8% |
| YTD | +2.5% | +6.0% | -3.5% | -1.1% |
| 1Y | -2.8% | +7.8% | -10.6% | -6.9% |
| 3Y | +65.9% | +5.8% | +60.1% | +57.7% |
| 5Y | +33.0% | -11.6% | +44.6% | +35.6% |
| 10Y | +281.2% | +14.6% | +266.6% | +235.8% |
| All | +779.1% | +93.5% | +685.6% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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