+137,736.4%
AMAT vs TER
+14,183.4%
+123,553.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +1.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | -14.8% | -8.3% | -6.5% | -10.7% |
| 3M | -9.3% | -12.2% | +2.9% | -2.4% |
| 6M | +27.4% | +17.1% | +10.3% | +11.9% |
| YTD | +77.6% | +84.7% | -7.1% | +17.5% |
| 1Y | +188.9% | +199.9% | -11.0% | +40.4% |
| 3Y | +202.3% | +232.8% | -30.5% | +31.4% |
| 5Y | +248.9% | +198.6% | +50.3% | +62.5% |
| 10Y | +1,585.2% | +1,669.7% | -84.5% | +189.7% |
| All | +137,736.4% | +14,183.4% | +123,553.0% | +8,358.8% |
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 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