+147.1%
AMAT vs EOG
+112.7%
+34.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.1% |
| 7D | +11.4% | +7.6% | +3.7% | +9.7% |
| 30D | -17.0% | +3.4% | -20.4% | -17.7% |
| 3M | -30.6% | +12.7% | -43.3% | -32.6% |
| 6M | -14.9% | +19.0% | -33.9% | -19.0% |
| YTD | +44.7% | +55.6% | -10.9% | +25.8% |
| 1Y | +66.9% | +49.5% | +17.4% | +46.7% |
| 3Y | +153.3% | +43.2% | +110.1% | +123.3% |
| All | +147.1% | +112.7% | +34.4% | +82.1% |
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