-26.5%
TMUS vs AFL
+11.7%
-38.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +5.3% | -6.2% | +11.4% | +7.8% |
| 3M | +3.1% | +2.2% | +1.0% | +2.8% |
| 6M | -16.5% | +5.3% | -21.7% | -17.2% |
| YTD | -9.2% | +8.0% | -17.1% | -11.3% |
| 1Y | -26.5% | +10.2% | -36.7% | -29.4% |
| All | -26.5% | +11.7% | -38.2% | -29.4% |
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