-99.9%
AMIX vs EAT
+407.3%
-507.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.9% | -22.9% | -19.9% |
| 7D | -8.1% | -8.9% | +0.9% | -8.2% |
| 30D | -52.3% | +3.4% | -55.7% | -52.1% |
| 3M | -83.8% | -9.3% | -74.4% | -83.8% |
| 6M | -79.0% | +43.8% | -122.7% | -81.3% |
| YTD | -87.2% | +39.9% | -127.0% | -88.7% |
| 1Y | -91.7% | +89.7% | -181.4% | -93.1% |
| All | -99.9% | +407.3% | -507.2% | -100.0% |
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