+1,315.3%
AMAT vs EAT
+375.0%
+940.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.5% | +12.8% | +11.7% |
| 7D | -1.1% | -3.9% | +2.9% | -0.2% |
| 30D | -26.9% | +5.0% | -31.9% | -28.0% |
| 3M | -31.2% | -9.6% | -21.6% | -30.0% |
| 6M | -14.7% | +46.8% | -61.5% | -23.8% |
| YTD | +44.7% | +41.8% | +2.9% | +29.4% |
| 1Y | +62.0% | +98.3% | -36.3% | +32.5% |
| 3Y | +165.0% | +503.1% | -338.1% | +55.0% |
| 5Y | +147.1% | +356.7% | -209.5% | +48.8% |
| 10Y | +1,315.3% | +349.8% | +965.5% | +596.9% |
| All | +1,315.3% | +375.0% | +940.3% | +596.9% |
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 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