+96,674.4%
AMAT vs TER
+8,410.9%
+88,263.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.2% | +1.7% | -4.5% |
| 7D | -24.3% | -28.2% | +3.9% | -7.7% |
| 30D | -39.8% | -50.6% | +10.8% | -8.9% |
| 3M | -40.2% | -45.3% | +5.2% | -15.7% |
| 6M | -22.1% | -40.4% | +18.3% | +4.0% |
| YTD | +24.7% | +10.0% | +14.6% | +11.1% |
| 1Y | +33.3% | +13.6% | +19.6% | +16.3% |
| 3Y | +133.9% | +145.2% | -11.4% | +20.8% |
| 5Y | +117.1% | +50.4% | +66.7% | +50.6% |
| 10Y | +1,158.7% | +882.9% | +275.7% | +203.0% |
| All | +96,674.4% | +8,410.9% | +88,263.5% | +7,892.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling