+268.0%
APH vs TMUS
+37.3%
+230.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.4% |
| 7D | -12.7% | +9.0% | -21.7% | -13.2% |
| 30D | -19.2% | -3.2% | -15.9% | -19.1% |
| 3M | -16.7% | -6.9% | -9.8% | -16.4% |
| 6M | +5.1% | -16.4% | +21.6% | +6.9% |
| YTD | +6.6% | -19.6% | +26.2% | +8.7% |
| 1Y | +3.9% | -19.9% | +23.8% | +6.0% |
| 3Y | +246.0% | +14.5% | +231.5% | +198.6% |
| 5Y | +268.0% | +37.7% | +230.3% | +202.9% |
| All | +268.0% | +37.3% | +230.7% | +202.9% |
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 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