+140.2%
EQT vs ACM
+212.5%
-72.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -1.2% | -5.9% | +4.7% | +1.5% |
| 30D | +1.1% | -6.2% | +7.3% | +3.4% |
| 3M | +4.8% | -7.9% | +12.7% | +7.0% |
| 6M | -10.6% | -30.6% | +20.0% | +2.7% |
| YTD | +3.4% | -33.3% | +36.7% | +19.5% |
| 1Y | +8.7% | -49.2% | +57.9% | +41.1% |
| 3Y | +35.0% | -23.5% | +58.4% | +42.6% |
| 5Y | +204.2% | +0.9% | +203.3% | +183.4% |
| 10Y | +52.5% | +128.4% | -76.0% | -10.7% |
| All | +140.2% | +212.5% | -72.3% | -0.6% |
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