+132.8%
AMAT vs TER
+144.0%
-11.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.2% | +1.7% | -4.4% |
| 7D | -24.3% | -28.2% | +3.9% | -7.5% |
| 30D | -39.8% | -50.6% | +10.8% | -8.6% |
| 3M | -40.2% | -45.3% | +5.2% | -15.5% |
| 6M | -22.1% | -40.4% | +18.3% | +4.8% |
| YTD | +24.7% | +10.0% | +14.6% | +13.3% |
| 1Y | +33.3% | +13.6% | +19.6% | +18.7% |
| All | +132.8% | +144.0% | -11.2% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling