+545.5%
AMAT vs EOSE
-81.0%
+626.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.3% | -3.4% |
| 7D | +11.4% | +9.8% | +1.6% | +10.1% |
| 30D | -17.0% | -2.1% | -15.0% | -17.2% |
| 3M | -30.6% | -54.1% | +23.5% | -25.2% |
| 6M | -14.9% | -76.9% | +62.0% | -1.9% |
| YTD | +44.7% | -83.3% | +128.0% | +67.9% |
| 1Y | +66.9% | -87.4% | +154.3% | +97.8% |
| 3Y | +153.3% | +61.9% | +91.4% | +114.7% |
| 5Y | +146.2% | -82.1% | +228.3% | +116.3% |
| All | +545.5% | -81.0% | +626.4% | +513.9% |
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