+1,315.3%
AMAT vs EFA
+146.9%
+1,168.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +6.5% |
| 7D | -1.1% | +1.2% | -2.3% | -2.5% |
| 30D | -26.9% | +1.5% | -28.4% | -28.2% |
| 3M | -31.2% | -3.3% | -27.9% | -27.1% |
| 6M | -14.7% | +2.6% | -17.3% | -16.2% |
| YTD | +44.7% | +11.0% | +33.7% | +26.4% |
| 1Y | +62.0% | +15.1% | +46.8% | +34.0% |
| 3Y | +165.0% | +67.6% | +97.3% | +23.7% |
| 5Y | +147.1% | +50.5% | +96.6% | +41.1% |
| 10Y | +1,315.3% | +144.8% | +1,170.4% | +369.3% |
| All | +1,315.3% | +146.9% | +1,168.3% | +369.3% |
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