-22.1%
AMAT vs EAT
+49.5%
-71.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.0% | -13.0% |
| 7D | -24.3% | -3.3% | -21.0% | -23.8% |
| 30D | -39.8% | +11.7% | -51.5% | -40.4% |
| 3M | -40.2% | -5.9% | -34.3% | -39.6% |
| 6M | -22.1% | +46.7% | -68.8% | -28.3% |
| All | -22.1% | +49.5% | -71.6% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling