+1,851.1%
AMAT vs EFA
+365.3%
+1,485.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +5.1% |
| 7D | -14.7% | -1.4% | -13.3% | -13.2% |
| 30D | -36.1% | -1.2% | -34.9% | -35.1% |
| 3M | -36.9% | -5.1% | -31.8% | -33.0% |
| 6M | -22.2% | -1.2% | -20.9% | -19.7% |
| YTD | +29.9% | +7.8% | +22.1% | +22.7% |
| 1Y | +43.3% | +12.2% | +31.1% | +29.8% |
| 3Y | +142.7% | +61.5% | +81.2% | +51.6% |
| 5Y | +126.2% | +45.8% | +80.5% | +63.1% |
| 10Y | +1,211.7% | +141.8% | +1,069.9% | +522.0% |
| All | +1,851.1% | +365.3% | +1,485.8% | +234.4% |
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