+1,315.3%
AMAT vs EOG
+120.7%
+1,194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.5% | +11.1% |
| 7D | -1.1% | -6.0% | +4.9% | +0.8% |
| 30D | -26.9% | +0.9% | -27.8% | -27.2% |
| 3M | -31.2% | +10.9% | -42.1% | -33.6% |
| 6M | -14.7% | +15.8% | -30.5% | -19.5% |
| YTD | +44.7% | +45.8% | -1.1% | +25.2% |
| 1Y | +62.0% | +45.3% | +16.7% | +40.1% |
| 3Y | +165.0% | +36.2% | +128.8% | +131.5% |
| 5Y | +147.1% | +94.0% | +53.1% | +85.5% |
| 10Y | +1,315.3% | +120.5% | +1,194.8% | +805.7% |
| All | +1,315.3% | +120.7% | +1,194.6% | +805.7% |
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