+1,315.3%
AMAT vs TER
+1,026.7%
+288.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.7% | -1.4% | +2.3% |
| 7D | -1.1% | -5.8% | +4.7% | +3.2% |
| 30D | -26.9% | -38.9% | +12.0% | +3.1% |
| 3M | -31.2% | -35.1% | +3.9% | -8.6% |
| 6M | -14.7% | -31.6% | +16.9% | +7.8% |
| YTD | +44.7% | +27.2% | +17.5% | +8.9% |
| 1Y | +62.0% | +35.2% | +26.7% | +16.1% |
| 3Y | +165.0% | +192.8% | -27.8% | -7.9% |
| 5Y | +147.1% | +72.4% | +74.7% | +28.2% |
| 10Y | +1,315.3% | +1,001.8% | +313.4% | +61.4% |
| All | +1,315.3% | +1,026.7% | +288.5% | +61.4% |
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