-16.1%
AMD vs EAT
-4.0%
-12.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.5% | -13.7% | -16.8% |
| 7D | -28.6% | -3.3% | -25.3% | -28.2% |
| 30D | -37.7% | +11.7% | -49.4% | -37.2% |
| 3M | -16.1% | -5.9% | -10.2% | -17.2% |
| All | -16.1% | -4.0% | -12.1% | -17.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling