+32.4%
EWZ vs ACM
+233.3%
-200.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +5.4% | -6.8% | -4.2% |
| 30D | -24.5% | +15.1% | -39.6% | -30.0% |
| 3M | -10.7% | -10.5% | -0.2% | -6.8% |
| 6M | -19.1% | -19.7% | +0.6% | -11.8% |
| YTD | +1.6% | -28.8% | +30.4% | +16.6% |
| 1Y | +4.3% | -47.9% | +52.2% | +40.3% |
| 3Y | +19.0% | -12.4% | +31.3% | +18.0% |
| 5Y | +57.7% | +0.6% | +57.1% | +41.7% |
| 10Y | +51.3% | +161.3% | -109.9% | -26.2% |
| All | +32.4% | +233.3% | -200.9% | -55.9% |
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