-18.7%
TMUS vs AAOX
-93.2%
+74.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | -1.0% |
| 7D | +4.9% | -3.4% | +8.3% | +5.0% |
| 30D | +7.7% | -72.8% | +80.5% | +4.2% |
| 3M | -6.8% | -90.7% | +83.9% | -11.5% |
| 6M | -9.7% | -98.2% | +88.5% | -13.6% |
| All | -18.7% | -93.2% | +74.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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