+268.9%
AMAT vs EOSE
-68.2%
+337.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.8% | -6.8% | +2.7% |
| 7D | +7.0% | +41.4% | -34.4% | +2.5% |
| 30D | -12.2% | +3.6% | -15.8% | -13.0% |
| 3M | -3.8% | -35.7% | +31.9% | +0.1% |
| 6M | +45.9% | -29.9% | +75.8% | +48.8% |
| YTD | +84.6% | -62.5% | +147.1% | +97.2% |
| 1Y | +193.4% | -37.4% | +230.8% | +193.6% |
| 3Y | +228.1% | +55.8% | +172.3% | +176.3% |
| 5Y | +268.9% | -67.8% | +336.8% | +207.7% |
| All | +268.9% | -68.2% | +337.2% | +207.7% |
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