+545.6%
AMAT vs EOSE
-81.3%
+626.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.0% | +3.3% | +10.4% |
| 7D | -1.1% | +6.8% | -7.9% | -1.9% |
| 30D | -26.9% | -25.4% | -1.5% | -24.8% |
| 3M | -31.2% | -54.7% | +23.5% | -25.6% |
| 6M | -14.7% | -76.5% | +61.8% | -1.7% |
| YTD | +44.7% | -83.6% | +128.3% | +68.5% |
| 1Y | +62.0% | -89.7% | +151.7% | +95.8% |
| 3Y | +165.0% | +38.7% | +126.2% | +128.2% |
| 5Y | +147.1% | -82.9% | +230.0% | +118.4% |
| All | +545.6% | -81.3% | +626.8% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling