+1,370.8%
AMAT vs EOG
+127.0%
+1,243.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | -0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | -26.5% | +2.9% | -29.5% | -27.2% |
| 3M | -28.6% | +7.2% | -35.8% | -30.3% |
| 6M | -14.2% | +18.2% | -32.4% | -19.6% |
| YTD | +45.5% | +48.9% | -3.4% | +25.2% |
| 1Y | +59.3% | +46.7% | +12.7% | +37.5% |
| 3Y | +153.1% | +37.4% | +115.7% | +120.6% |
| 5Y | +158.2% | +103.9% | +54.2% | +90.8% |
| 10Y | +1,370.8% | +127.0% | +1,243.8% | +842.4% |
| All | +1,370.8% | +127.0% | +1,243.8% | +842.4% |
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