+61.4%
AMAT vs EAT
+109.8%
-48.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -4.5% |
| 7D | -11.2% | -0.1% | -11.1% | -11.2% |
| 30D | -31.9% | +13.5% | -45.4% | -33.7% |
| 3M | -32.3% | +1.0% | -33.4% | -32.8% |
| 6M | -5.4% | +57.3% | -62.7% | -17.2% |
| YTD | +44.3% | +53.6% | -9.3% | +26.6% |
| 1Y | +61.4% | +110.8% | -49.4% | +31.8% |
| All | +61.4% | +109.8% | -48.5% | +31.8% |
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