-16.6%
AMRZ vs EAT
+14.0%
-30.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.5% |
| 7D | -1.1% | -3.9% | +2.8% | -0.6% |
| 30D | +18.3% | +5.0% | +13.3% | +17.5% |
| 3M | -8.0% | -9.6% | +1.7% | -7.2% |
| 6M | -18.7% | +46.8% | -65.4% | -23.2% |
| YTD | -19.8% | +41.8% | -61.7% | -24.2% |
| 1Y | -12.3% | +98.3% | -110.6% | -18.0% |
| All | -16.6% | +14.0% | -30.6% | -19.7% |
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