+1,162.1%
AMAT vs EAT
+378.4%
+783.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.9% |
| 7D | -14.7% | -2.6% | -12.1% | -14.2% |
| 30D | -36.1% | +11.5% | -47.6% | -38.0% |
| 3M | -36.9% | -9.1% | -27.7% | -35.8% |
| 6M | -22.2% | +40.4% | -62.6% | -29.8% |
| YTD | +29.9% | +43.9% | -14.0% | +15.8% |
| 1Y | +43.3% | +101.9% | -58.7% | +16.8% |
| 3Y | +142.7% | +489.9% | -347.2% | +43.0% |
| 5Y | +126.2% | +362.6% | -236.4% | +35.9% |
| All | +1,162.1% | +378.4% | +783.7% | +532.7% |
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