+1,311.4%
AMT vs EAT
+3,643.2%
-2,331.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +4.6% | +1.9% | +2.7% | +4.1% |
| 3M | -8.4% | +68.7% | -77.1% | -16.6% |
| 6M | -6.0% | +66.9% | -72.9% | -15.0% |
| YTD | +2.1% | +60.4% | -58.3% | -7.3% |
| 1Y | -6.4% | +44.0% | -50.4% | -14.0% |
| 3Y | +8.1% | +604.7% | -596.6% | -29.4% |
| 5Y | -31.9% | +347.0% | -379.0% | -53.7% |
| 10Y | +97.1% | +390.8% | -293.6% | +11.3% |
| All | +1,311.4% | +3,643.2% | -2,331.9% | +242.0% |
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 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