+63.2%
BLK vs ACM
-23.7%
+86.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -5.2% | -5.9% | +0.7% | -3.2% |
| 30D | -7.0% | -6.2% | -0.8% | -5.4% |
| 3M | +5.7% | -7.9% | +13.5% | +7.5% |
| 6M | +11.0% | -30.6% | +41.6% | +26.4% |
| YTD | +0.9% | -33.3% | +34.2% | +16.0% |
| 1Y | -1.6% | -49.2% | +47.6% | +27.8% |
| All | +63.2% | -23.7% | +86.9% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling