+221.4%
TMUS vs ADM
+100.6%
+120.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.6% | -9.0% | +12.6% | +6.3% |
| 30D | -3.4% | -14.0% | +10.6% | +0.9% |
| 3M | -9.5% | -9.2% | -0.3% | -7.1% |
| 6M | -15.2% | -9.2% | -6.0% | -13.2% |
| YTD | -18.9% | +24.2% | -43.1% | -24.5% |
| 1Y | -17.7% | +27.0% | -44.7% | -23.9% |
| 3Y | +15.6% | +6.6% | +9.0% | +9.4% |
| 5Y | +38.9% | +25.0% | +13.9% | +19.5% |
| All | +221.4% | +100.6% | +120.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling