-24.2%
AR vs EAT
+609.4%
-633.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.8% | +1.9% | +12.9% | +14.0% |
| 3M | +6.2% | +68.7% | -62.4% | -6.4% |
| 6M | +4.3% | +66.9% | -62.6% | -9.2% |
| YTD | +14.4% | +60.4% | -46.0% | 0.0% |
| 1Y | +21.3% | +44.0% | -22.7% | +7.8% |
| 3Y | +39.8% | +604.7% | -564.9% | -19.6% |
| 5Y | +142.1% | +347.0% | -205.0% | +47.8% |
| 10Y | +52.0% | +390.8% | -338.7% | -16.0% |
| All | -24.2% | +609.4% | -633.7% | -61.5% |
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