+483.0%
EAT vs ACM
-9.1%
+492.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -4.0% | +5.6% | -9.6% | -5.8% |
| 30D | -2.9% | +20.8% | -23.7% | -8.6% |
| 3M | -16.9% | +11.4% | -28.3% | -20.1% |
| 6M | +57.0% | +0.9% | +56.0% | +54.6% |
| YTD | +38.2% | -24.8% | +63.0% | +53.3% |
| 1Y | +69.3% | -46.4% | +115.7% | +121.3% |
| 3Y | +483.0% | -9.2% | +492.2% | +408.9% |
| All | +483.0% | -9.1% | +492.1% | +408.9% |
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 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