+9.2%
EQX vs ACM
-46.6%
+55.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.9% | +9.9% | +12.2% |
| 7D | +7.6% | +9.5% | -1.9% | +5.8% |
| 30D | +0.4% | +14.7% | -14.3% | -2.1% |
| 3M | +18.0% | -9.5% | +27.5% | +19.0% |
| 6M | -18.4% | -18.0% | -0.3% | -15.2% |
| YTD | -19.3% | -27.3% | +7.9% | -12.7% |
| 1Y | +9.2% | -47.0% | +56.2% | +28.1% |
| All | +9.2% | -46.6% | +55.8% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling