+955.2%
APH vs TMUS
+235.5%
+719.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -5.0% | +9.5% | -14.5% | -7.0% |
| 30D | -8.4% | +13.8% | -22.2% | -11.5% |
| 3M | -4.5% | -4.6% | +0.1% | -4.3% |
| 6M | +25.3% | -11.7% | +37.0% | +27.0% |
| YTD | +18.9% | -15.4% | +34.3% | +21.2% |
| 1Y | +11.9% | -16.1% | +28.1% | +14.3% |
| 3Y | +278.0% | +20.5% | +257.5% | +226.5% |
| 5Y | +306.4% | +48.7% | +257.7% | +219.3% |
| 10Y | +955.2% | +240.8% | +714.4% | +541.6% |
| All | +955.2% | +235.5% | +719.7% | +541.6% |
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