+21.3%
AR vs EAT
+37.5%
-16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.6% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.8% | +1.9% | +12.9% | +15.2% |
| 3M | +6.2% | +68.7% | -62.4% | +13.3% |
| 6M | +4.3% | +66.9% | -62.6% | +11.2% |
| YTD | +14.4% | +60.4% | -46.0% | +21.7% |
| 1Y | +21.3% | +44.0% | -22.7% | +26.4% |
| All | +21.3% | +37.5% | -16.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling