+1,110.7%
BLK vs ACM
+228.1%
+882.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.1% | -12.9% | +9.8% | +2.6% |
| 3M | +10.7% | -6.4% | +17.1% | +12.7% |
| 6M | +15.9% | -29.2% | +45.1% | +34.2% |
| YTD | +4.0% | -29.9% | +34.0% | +20.2% |
| 1Y | +1.3% | -47.3% | +48.5% | +33.8% |
| 3Y | +69.6% | -19.6% | +89.2% | +79.1% |
| 5Y | +33.8% | +5.5% | +28.3% | +22.2% |
| 10Y | +276.2% | +129.7% | +146.5% | +113.8% |
| All | +1,110.7% | +228.1% | +882.6% | +415.1% |
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 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