+66.9%
AMAT vs TER
+41.9%
+25.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | +0.7% |
| 7D | +11.4% | +14.4% | -3.0% | +2.2% |
| 30D | -17.0% | -30.6% | +13.5% | +3.5% |
| 3M | -30.6% | -39.2% | +8.6% | -7.2% |
| 6M | -14.9% | -31.3% | +16.3% | +6.2% |
| YTD | +44.7% | +29.1% | +15.6% | +20.3% |
| 1Y | +66.9% | +47.4% | +19.5% | +26.5% |
| All | +66.9% | +41.9% | +25.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling