+1,592.1%
ACN vs BLK
+4,406.9%
-2,814.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -6.3% | -2.7% | -3.7% | -5.3% |
| 30D | -1.4% | -4.8% | +3.4% | +0.6% |
| 3M | +2.6% | +6.5% | -3.9% | -0.2% |
| 6M | -14.3% | +13.1% | -27.4% | -19.0% |
| YTD | -33.1% | +1.8% | -34.9% | -34.1% |
| 1Y | -28.8% | -1.0% | -27.8% | -29.2% |
| 3Y | -43.0% | +66.0% | -108.9% | -54.6% |
| 5Y | -44.0% | +31.2% | -75.3% | -51.4% |
| 10Y | +88.5% | +278.5% | -190.0% | +8.5% |
| All | +1,592.1% | +4,406.9% | -2,814.8% | +325.0% |
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