-21.2%
TMUS vs AFL
+18.6%
-39.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +7.5% | +2.9% | +4.6% | +5.9% |
| 30D | -3.3% | +11.5% | -14.8% | -7.7% |
| 3M | -9.7% | +0.6% | -10.3% | -10.5% |
| 6M | -17.2% | +11.7% | -28.9% | -20.1% |
| YTD | -20.3% | +15.4% | -35.7% | -24.2% |
| 1Y | -21.2% | +17.6% | -38.8% | -25.1% |
| All | -21.2% | +18.6% | -39.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling