+320.5%
TMUS vs ADM
+272.2%
+48.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.6% |
| 7D | +0.1% | +3.8% | -3.7% | -1.4% |
| 30D | +5.3% | +9.8% | -4.5% | +1.4% |
| 3M | +3.1% | +2.1% | +1.0% | +2.0% |
| 6M | -16.5% | +27.5% | -44.0% | -24.7% |
| YTD | -9.2% | +50.2% | -59.4% | -23.5% |
| 1Y | -26.5% | +40.6% | -67.1% | -36.7% |
| 3Y | +39.0% | +17.2% | +21.8% | +23.7% |
| 5Y | +40.4% | +61.9% | -21.5% | +4.7% |
| 10Y | +303.7% | +159.3% | +144.4% | +130.8% |
| All | +320.5% | +272.2% | +48.3% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling