+126.7%
AMAT vs EOG
+94.0%
+32.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | -14.7% | -11.1% | -3.6% | -12.6% |
| 30D | -36.1% | +2.7% | -38.8% | -36.5% |
| 3M | -36.9% | +8.8% | -45.6% | -38.2% |
| 6M | -22.2% | +10.8% | -33.0% | -24.8% |
| YTD | +29.9% | +44.6% | -14.6% | +14.5% |
| 1Y | +43.3% | +44.6% | -1.3% | +26.1% |
| 3Y | +142.7% | +29.5% | +113.2% | +118.6% |
| All | +126.7% | +94.0% | +32.7% | +72.7% |
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