+100,756.0%
AMAT vs EOG
+7,567.3%
+93,188.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | -14.7% | -11.1% | -3.6% | -12.1% |
| 30D | -36.1% | +2.7% | -38.8% | -36.6% |
| 3M | -36.9% | +8.8% | -45.6% | -38.5% |
| 6M | -22.2% | +10.8% | -33.0% | -25.1% |
| YTD | +29.9% | +44.6% | -14.6% | +15.5% |
| 1Y | +43.3% | +44.6% | -1.3% | +27.2% |
| 3Y | +142.7% | +29.5% | +113.2% | +120.0% |
| 5Y | +126.2% | +96.3% | +29.9% | +79.3% |
| 10Y | +1,211.7% | +122.4% | +1,089.3% | +819.6% |
| All | +100,756.0% | +7,567.3% | +93,188.7% | +36,257.0% |
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