+806.8%
EAT vs ACM
+233.3%
+573.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.6% | +5.4% | -8.0% | -5.3% |
| 30D | +11.5% | +15.1% | -3.6% | +3.6% |
| 3M | -9.1% | -10.5% | +1.4% | -5.3% |
| 6M | +40.4% | -19.7% | +60.1% | +53.4% |
| YTD | +43.9% | -28.8% | +72.8% | +66.2% |
| 1Y | +101.9% | -47.9% | +149.8% | +172.7% |
| 3Y | +489.9% | -12.4% | +502.2% | +494.1% |
| 5Y | +362.6% | +0.6% | +362.1% | +333.5% |
| 10Y | +385.7% | +161.3% | +224.4% | +195.4% |
| All | +806.8% | +233.3% | +573.5% | +328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling