+120.4%
AS vs EAT
+431.3%
-310.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -19.6% | +1.9% | -21.5% | -20.4% |
| 3M | -14.4% | +68.7% | -83.0% | -26.5% |
| 6M | -20.1% | +66.9% | -87.0% | -31.6% |
| YTD | -20.9% | +60.4% | -81.3% | -31.8% |
| 1Y | -21.9% | +44.0% | -65.9% | -31.0% |
| All | +120.4% | +431.3% | -310.9% | +91.4% |
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 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