+134.9%
AS vs EAT
+376.7%
-241.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.2% |
| 7D | +6.9% | -2.6% | +9.6% | +7.7% |
| 30D | +16.0% | +11.5% | +4.5% | +12.3% |
| 3M | -12.8% | -9.1% | -3.7% | -11.4% |
| 6M | -15.4% | +40.4% | -55.8% | -24.2% |
| YTD | -15.7% | +43.9% | -59.7% | -25.6% |
| 1Y | +6.1% | +101.9% | -95.9% | -15.0% |
| All | +134.9% | +376.7% | -241.9% | +109.0% |
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 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