+275.1%
BLK vs ACM
+134.0%
+141.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -3.3% | -4.6% | +1.3% | -1.2% |
| 30D | -6.5% | +4.1% | -10.6% | -8.5% |
| 3M | +6.7% | -8.3% | +15.1% | +9.6% |
| 6M | +14.7% | -30.1% | +44.8% | +32.9% |
| YTD | +2.5% | -32.6% | +35.1% | +20.0% |
| 1Y | -2.8% | -49.6% | +46.8% | +30.2% |
| 3Y | +65.9% | -23.0% | +88.9% | +77.6% |
| 5Y | +33.0% | +2.0% | +31.0% | +23.4% |
| All | +275.1% | +134.0% | +141.1% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling