+12,790.5%
BLK vs AME
+9,787.2%
+3,003.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.4% |
| 30D | -4.8% | -6.6% | +1.8% | -1.0% |
| 3M | +6.5% | +3.0% | +3.5% | +4.1% |
| 6M | +13.2% | +5.3% | +7.8% | +9.1% |
| YTD | +1.8% | +15.4% | -13.6% | -7.1% |
| 1Y | -1.0% | +26.8% | -27.8% | -14.8% |
| 3Y | +66.0% | +56.5% | +9.4% | +24.7% |
| 5Y | +31.2% | +85.2% | -54.0% | -10.2% |
| 10Y | +278.5% | +428.5% | -150.0% | +46.0% |
| All | +12,790.5% | +9,787.2% | +3,003.3% | +2,079.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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