+35.8%
EQT vs ACM
-23.7%
+59.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -1.2% | -5.9% | +4.7% | -0.1% |
| 30D | +1.1% | -6.2% | +7.3% | +2.1% |
| 3M | +4.8% | -7.9% | +12.7% | +5.6% |
| 6M | -10.6% | -30.6% | +20.0% | -3.8% |
| YTD | +3.4% | -33.3% | +36.7% | +11.4% |
| 1Y | +8.7% | -49.2% | +57.9% | +27.4% |
| All | +35.8% | -23.7% | +59.5% | +36.4% |
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 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