+1,665.8%
AMAT vs EFA
+141.9%
+1,523.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.8% |
| 7D | +7.0% | +1.2% | +5.8% | +4.9% |
| 30D | -12.2% | -0.7% | -11.5% | -11.2% |
| 3M | -3.8% | +6.4% | -10.2% | -11.6% |
| 6M | +45.9% | +11.4% | +34.5% | +25.6% |
| YTD | +84.6% | +14.0% | +70.6% | +54.1% |
| 1Y | +193.4% | +20.2% | +173.2% | +126.6% |
| 3Y | +228.1% | +68.2% | +159.9% | +51.6% |
| 5Y | +268.9% | +54.8% | +214.1% | +101.3% |
| 10Y | +1,665.8% | +142.4% | +1,523.4% | +457.2% |
| All | +1,665.8% | +141.9% | +1,523.8% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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