+1,162.1%
AMAT vs EOG
+118.2%
+1,043.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | -14.7% | -11.1% | -3.6% | -11.7% |
| 30D | -36.1% | +2.7% | -38.8% | -36.7% |
| 3M | -36.9% | +8.8% | -45.6% | -38.7% |
| 6M | -22.2% | +10.8% | -33.0% | -25.6% |
| YTD | +29.9% | +44.6% | -14.6% | +12.7% |
| 1Y | +43.3% | +44.6% | -1.3% | +24.0% |
| 3Y | +142.7% | +29.5% | +113.2% | +115.3% |
| 5Y | +126.2% | +96.3% | +29.9% | +69.1% |
| All | +1,162.1% | +118.2% | +1,043.9% | +707.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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