+64.7%
AME vs EAT
+498.6%
-433.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.4% |
| 7D | -1.5% | -3.9% | +2.4% | -1.1% |
| 30D | -4.2% | +5.0% | -9.1% | -4.9% |
| 3M | -5.9% | -9.6% | +3.7% | -5.1% |
| 6M | +2.8% | +46.8% | -43.9% | -3.2% |
| YTD | +16.6% | +41.8% | -25.2% | +9.8% |
| 1Y | +22.1% | +98.3% | -76.2% | +9.9% |
| 3Y | +64.7% | +503.1% | -438.4% | +25.6% |
| All | +64.7% | +498.6% | -433.9% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling