+6,351.7%
AMD vs EAT
+378.4%
+5,973.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +11.7% |
| 7D | -11.0% | -2.6% | -8.4% | -10.5% |
| 30D | -30.5% | +11.5% | -41.9% | -32.2% |
| 3M | -8.2% | -9.1% | +0.9% | -7.0% |
| 6M | +6.6% | +40.4% | -33.9% | -2.9% |
| YTD | +109.7% | +43.9% | +65.7% | +88.9% |
| 1Y | +88.9% | +101.9% | -13.0% | +57.0% |
| 3Y | +301.8% | +489.9% | -188.0% | +157.2% |
| 5Y | +229.4% | +362.6% | -133.3% | +114.2% |
| All | +6,351.7% | +378.4% | +5,973.4% | +3,761.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling