+89.7%
EAT vs ACM
-45.3%
+135.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | -8.9% | +3.0% | -11.9% | -9.2% |
| 30D | +3.4% | +19.7% | -16.3% | +1.7% |
| 3M | -9.3% | +5.3% | -14.7% | -10.0% |
| 6M | +43.8% | -10.8% | +54.6% | +47.1% |
| YTD | +39.9% | -25.1% | +64.9% | +47.4% |
| 1Y | +89.7% | -45.8% | +135.5% | +89.9% |
| All | +89.7% | -45.3% | +135.0% | +89.9% |
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