+692.2%
AMAT vs EOSE
-61.3%
+753.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.5% | +3.1% |
| 7D | -1.5% | +19.0% | -20.5% | -3.6% |
| 30D | -14.8% | +1.6% | -16.4% | -15.3% |
| 3M | -9.3% | -52.0% | +42.7% | -2.6% |
| 6M | +27.4% | -42.5% | +69.9% | +32.7% |
| YTD | +77.6% | -66.1% | +143.7% | +91.8% |
| 1Y | +188.9% | -47.1% | +236.1% | +194.3% |
| 3Y | +202.3% | +0.8% | +201.5% | +164.8% |
| 5Y | +248.9% | -71.7% | +320.6% | +190.9% |
| All | +692.2% | -61.3% | +753.5% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling