+162.1%
EQX vs ACM
-22.9%
+185.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -3.2% | -4.6% | +1.4% | -2.2% |
| 30D | +7.8% | +4.1% | +3.7% | +6.7% |
| 3M | +21.3% | -8.3% | +29.6% | +22.9% |
| 6M | -22.4% | -30.1% | +7.6% | -16.1% |
| YTD | -11.3% | -32.6% | +21.3% | -3.2% |
| 1Y | +13.5% | -49.6% | +63.1% | +32.4% |
| 3Y | +162.1% | -23.0% | +185.2% | +162.3% |
| All | +162.1% | -22.9% | +185.0% | +162.3% |
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