+81.2%
EQX vs ACM
-0.5%
+81.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.5% |
| 7D | -7.0% | -5.9% | -1.1% | -5.1% |
| 30D | +4.8% | -6.2% | +11.0% | +6.8% |
| 3M | +25.6% | -7.9% | +33.5% | +27.9% |
| 6M | -25.8% | -30.6% | +4.8% | -16.4% |
| YTD | -12.7% | -33.3% | +20.5% | -0.6% |
| 1Y | +14.1% | -49.2% | +63.3% | +44.0% |
| 3Y | +165.7% | -23.5% | +189.2% | +168.3% |
| 5Y | +81.2% | +0.9% | +80.3% | +67.0% |
| All | +81.2% | -0.5% | +81.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling