+2,073.0%
AMAT vs EFA
+379.3%
+1,693.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +8.0% |
| 7D | -1.1% | +1.2% | -2.3% | -2.0% |
| 30D | -26.9% | +1.5% | -28.4% | -27.8% |
| 3M | -31.2% | -3.3% | -27.9% | -28.3% |
| 6M | -14.7% | +2.6% | -17.3% | -15.5% |
| YTD | +44.7% | +11.0% | +33.7% | +32.6% |
| 1Y | +62.0% | +15.1% | +46.8% | +42.9% |
| 3Y | +165.0% | +67.6% | +97.3% | +59.3% |
| 5Y | +147.1% | +50.5% | +96.6% | +72.4% |
| 10Y | +1,315.3% | +144.8% | +1,170.4% | +561.3% |
| All | +2,073.0% | +379.3% | +1,693.7% | +261.2% |
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 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