+1,587.5%
AMAT vs TER
+1,661.5%
-74.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -2.0% |
| 30D | -14.8% | -8.3% | -6.5% | -10.0% |
| 3M | -9.3% | -12.2% | +2.9% | -1.9% |
| 6M | +27.4% | +17.1% | +10.3% | +6.7% |
| YTD | +77.6% | +84.7% | -7.1% | +4.3% |
| 1Y | +188.9% | +199.9% | -11.0% | +14.0% |
| 3Y | +202.3% | +232.8% | -30.5% | -0.2% |
| 5Y | +248.9% | +198.6% | +50.3% | +21.6% |
| All | +1,587.5% | +1,661.5% | -74.0% | +40.0% |
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