-14.7%
AMRZ vs EAT
+29.0%
-43.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -16.9% | +1.9% | -18.8% | -17.2% |
| 3M | -19.2% | +68.7% | -87.9% | -24.7% |
| 6M | -29.3% | +66.9% | -96.2% | -33.9% |
| YTD | -18.0% | +60.4% | -78.4% | -23.4% |
| 1Y | -15.1% | +44.0% | -59.1% | -18.7% |
| All | -14.7% | +29.0% | -43.6% | -18.9% |
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 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