-3.8%
AS vs EAT
+84.8%
-88.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -3.6% | -7.1% | +3.5% | -2.0% |
| 30D | +3.4% | -2.3% | +5.7% | +3.7% |
| 3M | -8.6% | -19.6% | +11.0% | -4.2% |
| 6M | -10.0% | +46.0% | -56.1% | -20.5% |
| YTD | -19.2% | +37.7% | -56.9% | -27.1% |
| 1Y | -3.8% | +73.8% | -77.6% | -15.4% |
| All | -3.8% | +84.8% | -88.6% | -15.4% |
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