+6,882.0%
AMD vs EAT
+392.1%
+6,489.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -0.9% | +1.9% | -2.8% | -1.6% |
| 3M | -8.7% | +68.7% | -77.4% | -19.5% |
| 6M | +136.3% | +66.9% | +69.4% | +107.4% |
| YTD | +123.0% | +60.4% | +62.6% | +97.1% |
| 1Y | +195.2% | +44.0% | +151.2% | +165.0% |
| 3Y | +336.3% | +604.7% | -268.3% | +169.4% |
| 5Y | +334.5% | +347.0% | -12.6% | +182.2% |
| All | +6,882.0% | +392.1% | +6,489.9% | +4,092.2% |
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