+1,251.7%
BLK vs ACM
+252.1%
+999.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | +3.7% | +5.6% | -1.9% | +1.0% |
| 30D | +13.9% | +20.8% | -6.9% | +3.9% |
| 3M | +3.9% | +11.4% | -7.5% | -1.9% |
| 6M | +13.0% | +0.9% | +12.0% | +10.4% |
| YTD | +16.1% | -24.8% | +41.0% | +29.4% |
| 1Y | +16.8% | -46.4% | +63.2% | +53.3% |
| 3Y | +97.7% | -9.2% | +106.9% | +96.4% |
| 5Y | +42.1% | +5.0% | +37.1% | +30.4% |
| 10Y | +321.3% | +130.6% | +190.7% | +140.0% |
| All | +1,251.7% | +252.1% | +999.6% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling