+342.0%
EAT vs ACM
+5.0%
+337.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | 0.0% | -3.7% | +3.8% | +1.9% |
| 30D | +1.9% | -11.1% | +13.0% | +7.2% |
| 3M | +68.7% | -8.0% | +76.6% | +73.0% |
| 6M | +66.9% | -29.7% | +96.6% | +99.9% |
| YTD | +60.4% | -29.4% | +89.8% | +89.3% |
| 1Y | +44.0% | -46.4% | +90.4% | +99.1% |
| 3Y | +604.7% | -22.3% | +627.0% | +621.1% |
| All | +342.0% | +5.0% | +337.0% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling