+883.4%
APH vs TMUS
+238.1%
+645.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | -5.9% | +3.6% | -9.5% | -6.8% |
| 30D | -14.8% | -3.4% | -11.4% | -14.8% |
| 3M | -12.4% | -9.5% | -3.0% | -11.2% |
| 6M | +8.1% | -15.2% | +23.2% | +10.5% |
| YTD | +10.9% | -18.9% | +29.9% | +14.1% |
| 1Y | +8.8% | -17.7% | +26.5% | +11.2% |
| 3Y | +262.1% | +15.6% | +246.4% | +215.6% |
| 5Y | +283.1% | +38.9% | +244.2% | +207.1% |
| All | +883.4% | +238.1% | +645.3% | +494.9% |
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