+122.9%
APH vs TMUS
+40.3%
+82.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.9% |
| 7D | -48.7% | +2.7% | -51.4% | -48.9% |
| 30D | -51.9% | +5.3% | -57.2% | -52.3% |
| 3M | -43.6% | +3.1% | -46.7% | -44.2% |
| 6M | -37.5% | -16.5% | -21.1% | -35.7% |
| YTD | -38.6% | -9.2% | -29.5% | -38.1% |
| 1Y | -26.3% | -26.5% | +0.2% | -21.5% |
| 3Y | +89.2% | +39.0% | +50.2% | +58.3% |
| All | +122.9% | +40.3% | +82.6% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling