+66.9%
AMAT vs EAT
+75.7%
-8.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +11.4% | -4.0% | +15.3% | +12.3% |
| 30D | -17.0% | -2.9% | -14.2% | -16.5% |
| 3M | -30.6% | -16.9% | -13.7% | -27.9% |
| 6M | -14.9% | +57.0% | -71.9% | -26.2% |
| YTD | +44.7% | +38.2% | +6.5% | +29.4% |
| 1Y | +66.9% | +69.3% | -2.4% | +43.9% |
| All | +66.9% | +75.7% | -8.8% | +43.9% |
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 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