+1,425.2%
AMAT vs TER
+1,093.5%
+331.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.3% | -2.3% | +0.1% |
| 7D | +7.0% | +5.9% | +1.1% | +2.7% |
| 30D | -20.6% | -30.8% | +10.2% | +2.5% |
| 3M | -24.8% | -29.9% | +5.2% | -5.4% |
| 6M | -10.7% | -27.5% | +16.7% | +8.1% |
| YTD | +54.3% | +37.5% | +16.8% | +9.8% |
| 1Y | +73.7% | +50.3% | +23.5% | +15.3% |
| 3Y | +168.4% | +204.9% | -36.5% | -9.1% |
| 5Y | +167.6% | +89.2% | +78.4% | +29.6% |
| 10Y | +1,425.2% | +1,077.0% | +348.2% | +69.8% |
| All | +1,425.2% | +1,093.5% | +331.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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