+1,321.9%
AMAT vs EFA
+147.0%
+1,174.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.0% |
| 7D | +11.4% | +2.2% | +9.1% | +7.9% |
| 30D | -17.0% | +1.4% | -18.4% | -18.3% |
| 3M | -30.6% | -4.2% | -26.5% | -25.4% |
| 6M | -14.9% | +1.9% | -16.9% | -15.6% |
| YTD | +44.7% | +10.2% | +34.5% | +28.0% |
| 1Y | +66.9% | +12.8% | +54.1% | +42.6% |
| 3Y | +153.3% | +65.2% | +88.1% | +21.0% |
| 5Y | +146.2% | +49.8% | +96.4% | +41.5% |
| All | +1,321.9% | +147.0% | +1,174.9% | +366.8% |
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