+1,321.9%
AMAT vs EAT
+320.8%
+1,001.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +11.4% | -4.0% | +15.3% | +12.4% |
| 30D | -17.0% | -2.9% | -14.2% | -16.6% |
| 3M | -30.6% | -16.9% | -13.7% | -27.8% |
| 6M | -14.9% | +57.0% | -71.9% | -25.3% |
| YTD | +44.7% | +38.2% | +6.5% | +30.2% |
| 1Y | +66.9% | +69.3% | -2.4% | +42.3% |
| 3Y | +153.3% | +483.0% | -329.7% | +49.4% |
| 5Y | +146.2% | +364.1% | -217.9% | +47.7% |
| All | +1,321.9% | +320.8% | +1,001.1% | +586.6% |
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