+251.1%
EQX vs ACM
+157.2%
+93.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.4% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | +11.1% | -12.7% | +23.8% | +14.3% |
| 3M | +23.1% | -9.8% | +32.9% | +25.5% |
| 6M | -21.8% | -31.4% | +9.6% | -15.1% |
| YTD | -8.1% | -32.1% | +24.0% | -0.1% |
| 1Y | +29.7% | -47.8% | +77.5% | +50.0% |
| 3Y | +179.9% | -22.1% | +202.0% | +188.7% |
| 5Y | +82.5% | +1.8% | +80.7% | +78.2% |
| All | +251.1% | +157.2% | +93.9% | +385.5% |
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