+126.7%
AMAT vs EOSE
-84.9%
+211.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.4% | +11.7% | +5.1% |
| 7D | -14.7% | -7.9% | -6.8% | -14.0% |
| 30D | -36.1% | -43.9% | +7.8% | -32.0% |
| 3M | -36.9% | -55.8% | +19.0% | -31.4% |
| 6M | -22.2% | -73.4% | +51.2% | -11.3% |
| YTD | +29.9% | -84.8% | +114.7% | +53.1% |
| 1Y | +43.3% | -88.6% | +131.9% | +72.0% |
| 3Y | +142.7% | -2.8% | +145.5% | +116.8% |
| All | +126.7% | -84.9% | +211.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling