+944.2%
APH vs TMUS
+248.1%
+696.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +0.4% | +8.2% | -7.8% | -1.4% |
| 30D | -8.0% | +13.4% | -21.3% | -11.0% |
| 3M | -5.0% | -3.0% | -2.0% | -5.1% |
| 6M | +29.9% | -8.8% | +38.7% | +30.6% |
| YTD | +18.0% | -13.8% | +31.8% | +19.7% |
| 1Y | +11.3% | -17.1% | +28.4% | +14.3% |
| 3Y | +274.9% | +22.7% | +252.3% | +222.5% |
| 5Y | +300.6% | +52.8% | +247.8% | +212.3% |
| 10Y | +944.2% | +244.6% | +699.6% | +530.6% |
| All | +944.2% | +248.1% | +696.1% | +530.6% |
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