+439.9%
AG vs EAT
+995.4%
-555.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.4% |
| 7D | +4.5% | -4.9% | +9.4% | +5.4% |
| 30D | +12.9% | -1.2% | +14.1% | +12.8% |
| 3M | +20.9% | +52.2% | -31.3% | +11.4% |
| 6M | -19.5% | +65.0% | -84.6% | -27.5% |
| YTD | +24.8% | +55.0% | -30.2% | +13.4% |
| 1Y | +120.2% | +42.1% | +78.2% | +102.4% |
| 3Y | +279.0% | +614.7% | -335.7% | +152.1% |
| 5Y | +67.9% | +322.7% | -254.8% | +17.6% |
| 10Y | +57.5% | +382.0% | -324.5% | -5.0% |
| All | +439.9% | +995.4% | -555.5% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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