+1,868.3%
APH vs TMUS
+359.0%
+1,509.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.9% |
| 7D | -48.7% | +2.7% | -51.4% | -49.1% |
| 30D | -51.9% | +5.3% | -57.2% | -52.7% |
| 3M | -43.6% | +3.1% | -46.7% | -44.6% |
| 6M | -37.5% | -16.5% | -21.1% | -35.6% |
| YTD | -38.6% | -9.2% | -29.5% | -38.3% |
| 1Y | -26.3% | -26.5% | +0.2% | -22.1% |
| 3Y | +89.2% | +39.0% | +50.2% | +67.6% |
| 5Y | +119.8% | +40.4% | +79.4% | +92.6% |
| 10Y | +454.3% | +303.7% | +150.5% | +268.6% |
| All | +1,868.3% | +359.0% | +1,509.3% | +920.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling