+115,377.5%
AMAT vs EOG
+8,009.8%
+107,367.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | +19.3% | +7.4% | +11.9% | +17.2% |
| 30D | -17.9% | +2.3% | -20.2% | -18.5% |
| 3M | -30.4% | +9.5% | -39.9% | -32.3% |
| 6M | -11.4% | +17.7% | -29.1% | -16.1% |
| YTD | +48.8% | +52.9% | -4.1% | +30.4% |
| 1Y | +66.0% | +47.7% | +18.4% | +46.7% |
| 3Y | +158.8% | +41.1% | +117.7% | +129.6% |
| 5Y | +153.2% | +108.2% | +45.0% | +97.7% |
| 10Y | +1,370.6% | +136.3% | +1,234.4% | +915.5% |
| All | +115,377.5% | +8,009.8% | +107,367.7% | +40,947.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling