+1,425.2%
AMAT vs EOG
+131.8%
+1,293.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.6% |
| 7D | +7.0% | +4.6% | +2.4% | +5.7% |
| 30D | -20.6% | +2.9% | -23.4% | -21.3% |
| 3M | -24.8% | +8.0% | -32.7% | -26.7% |
| 6M | -10.7% | +17.0% | -27.7% | -16.0% |
| YTD | +54.3% | +51.1% | +3.2% | +32.2% |
| 1Y | +73.7% | +45.1% | +28.6% | +50.6% |
| 3Y | +168.4% | +39.4% | +129.0% | +133.0% |
| 5Y | +167.6% | +105.6% | +62.0% | +97.3% |
| 10Y | +1,425.2% | +133.5% | +1,291.7% | +870.9% |
| All | +1,425.2% | +131.8% | +1,293.4% | +870.9% |
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