-24.7%
TMUS vs AFL
+10.4%
-35.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | -3.3% | -2.5% | -4.6% |
| 30D | -0.2% | -5.0% | +4.8% | +1.6% |
| 3M | -4.0% | -1.8% | -2.2% | -3.0% |
| 6M | -18.1% | +4.8% | -23.0% | -18.5% |
| YTD | -11.3% | +5.4% | -16.8% | -12.6% |
| 1Y | -24.7% | +9.0% | -33.7% | -27.2% |
| All | -24.7% | +10.4% | -35.1% | -27.2% |
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