+126.7%
AMAT vs TER
+53.6%
+73.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.5% |
| 7D | -14.7% | -20.5% | +5.8% | -0.7% |
| 30D | -36.1% | -47.0% | +10.9% | -3.2% |
| 3M | -36.9% | -43.3% | +6.4% | -10.0% |
| 6M | -22.2% | -42.9% | +20.7% | +9.7% |
| YTD | +29.9% | +12.9% | +17.1% | +9.6% |
| 1Y | +43.3% | +18.2% | +25.1% | +16.8% |
| 3Y | +142.7% | +151.8% | -9.1% | 0.0% |
| All | +126.7% | +53.6% | +73.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling