+778.3%
AU vs EAT
+3,716.6%
-2,938.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.9% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | +12.8% | -1.2% | +14.0% | +12.8% |
| 3M | +28.5% | +52.2% | -23.8% | +24.1% |
| 6M | +4.8% | +65.0% | -60.2% | +0.3% |
| YTD | +31.0% | +55.0% | -24.1% | +25.8% |
| 1Y | +81.4% | +42.1% | +39.4% | +75.1% |
| 3Y | +618.4% | +614.7% | +3.7% | +503.5% |
| 5Y | +686.3% | +322.7% | +363.6% | +573.2% |
| 10Y | +664.5% | +382.0% | +282.5% | +495.8% |
| All | +778.3% | +3,716.6% | -2,938.3% | +444.9% |
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