+38.8%
TMUS vs AFL
+64.2%
-25.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +3.1% | -7.1% | +10.2% | +5.9% |
| 3M | +2.4% | +0.4% | +2.0% | +2.4% |
| 6M | -17.1% | +4.5% | -21.6% | -18.3% |
| YTD | -9.1% | +6.1% | -15.1% | -11.0% |
| 1Y | -23.6% | +10.6% | -34.2% | -26.4% |
| 3Y | +38.8% | +64.0% | -25.2% | +17.3% |
| All | +38.8% | +64.2% | -25.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling