+247.2%
AMAT vs EOG
+173.1%
+74.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | -14.8% | +8.2% | -23.0% | -16.3% |
| 3M | -9.3% | +3.8% | -13.1% | -10.5% |
| 6M | +27.4% | +15.3% | +12.1% | +21.0% |
| YTD | +77.6% | +41.7% | +35.9% | +58.3% |
| 1Y | +188.9% | +23.6% | +165.4% | +167.9% |
| 3Y | +202.3% | +23.3% | +179.0% | +176.9% |
| All | +247.2% | +173.1% | +74.1% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling