+18,954.1%
AME vs EAT
+10,283.2%
+8,671.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | -1.5% | -3.9% | +2.4% | -0.9% |
| 30D | -4.2% | +5.0% | -9.1% | -5.4% |
| 3M | -5.9% | -9.6% | +3.7% | -4.8% |
| 6M | +2.8% | +46.8% | -43.9% | -6.0% |
| YTD | +16.6% | +41.8% | -25.2% | +6.5% |
| 1Y | +22.1% | +98.3% | -76.2% | +3.9% |
| 3Y | +64.7% | +503.1% | -438.4% | +7.6% |
| 5Y | +76.6% | +356.7% | -280.1% | +16.4% |
| 10Y | +443.9% | +349.8% | +94.1% | +208.1% |
| All | +18,954.1% | +10,283.2% | +8,671.0% | +5,325.2% |
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 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