+2,566.5%
AMAT vs EFA
+394.8%
+2,171.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | +0.6% | -2.1% | -2.1% |
| 30D | -14.8% | +0.9% | -15.7% | -15.6% |
| 3M | -9.3% | +4.9% | -14.1% | -12.7% |
| 6M | +27.4% | +8.6% | +18.8% | +18.6% |
| YTD | +77.6% | +14.6% | +63.0% | +56.4% |
| 1Y | +188.9% | +22.6% | +166.3% | +137.6% |
| 3Y | +202.3% | +66.5% | +135.8% | +82.0% |
| 5Y | +248.9% | +54.5% | +194.4% | +135.9% |
| 10Y | +1,585.2% | +144.8% | +1,440.4% | +680.4% |
| All | +2,566.5% | +394.8% | +2,171.7% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling