-18.3%
AMRZ vs EAT
+9.3%
-27.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | 0.0% | -5.9% | +5.9% | +0.8% |
| 30D | +15.9% | +0.7% | +15.2% | +15.8% |
| 3M | -9.2% | -14.2% | +5.1% | -7.7% |
| 6M | -20.3% | +40.7% | -61.0% | -24.3% |
| YTD | -21.5% | +36.0% | -57.4% | -25.3% |
| 1Y | -12.9% | +83.1% | -95.9% | -18.0% |
| All | -18.3% | +9.3% | -27.6% | -20.9% |
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