+27.4%
AMAT vs EOG
+17.0%
+10.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.0% |
| 7D | -1.5% | +1.3% | -2.8% | -0.7% |
| 30D | -14.8% | +8.2% | -23.0% | -10.4% |
| 3M | -9.3% | +3.8% | -13.1% | -4.7% |
| 6M | +27.4% | +15.3% | +12.1% | +44.7% |
| All | +27.4% | +17.0% | +10.4% | +44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling