+372.3%
EAT vs ACM
-2.7%
+375.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.6% | +5.4% | -8.0% | -5.1% |
| 30D | +11.5% | +15.1% | -3.6% | +4.1% |
| 3M | -9.1% | -10.5% | +1.4% | -4.8% |
| 6M | +40.4% | -19.7% | +60.1% | +55.3% |
| YTD | +43.9% | -28.8% | +72.8% | +69.0% |
| 1Y | +101.9% | -47.9% | +149.8% | +187.5% |
| 3Y | +489.9% | -12.4% | +502.2% | +445.6% |
| All | +372.3% | -2.7% | +375.0% | +275.0% |
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