+1,059.7%
APH vs TMUS
+304.9%
+754.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.8% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | +5.3% | -9.1% | -5.4% |
| 3M | +13.0% | +3.1% | +9.8% | +10.6% |
| 6M | +25.2% | -16.5% | +41.6% | +30.2% |
| YTD | +22.9% | -9.2% | +32.1% | +24.0% |
| 1Y | +47.8% | -26.5% | +74.3% | +59.5% |
| 3Y | +283.0% | +39.0% | +244.0% | +219.8% |
| 5Y | +349.7% | +40.4% | +309.3% | +269.0% |
| All | +1,059.7% | +304.9% | +754.8% | +598.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling