+90.5%
APH vs TMUS
+39.0%
+51.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.7% |
| 7D | -48.7% | +2.7% | -51.4% | -48.6% |
| 30D | -51.9% | +5.3% | -57.2% | -51.7% |
| 3M | -43.6% | +3.1% | -46.7% | -43.3% |
| 6M | -37.5% | -16.5% | -21.1% | -37.2% |
| YTD | -38.6% | -9.2% | -29.5% | -38.1% |
| 1Y | -26.3% | -26.5% | +0.2% | -23.7% |
| All | +90.5% | +39.0% | +51.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling