+90.9%
EAT vs ACM
-46.1%
+137.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -2.0% |
| 7D | -3.9% | +6.9% | -10.8% | -4.5% |
| 30D | +5.0% | +19.1% | -14.1% | +3.3% |
| 3M | -9.6% | -6.9% | -2.7% | -8.1% |
| 6M | +46.8% | -12.0% | +58.8% | +50.5% |
| YTD | +41.8% | -25.1% | +66.9% | +49.4% |
| All | +90.9% | -46.1% | +137.0% | +90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling