-20.2%
AMRZ vs EAT
+11.1%
-31.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -1.6% |
| 30D | +13.0% | -2.9% | +15.9% | +13.3% |
| 3M | -12.1% | -16.9% | +4.8% | -10.3% |
| 6M | -19.1% | +57.0% | -76.1% | -24.2% |
| YTD | -23.3% | +38.2% | -61.4% | -27.2% |
| 1Y | -16.6% | +69.3% | -85.9% | -21.4% |
| All | -20.2% | +11.1% | -31.3% | -22.9% |
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