+293.7%
TMUS vs AFL
+734.4%
-440.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +4.9% | +2.9% | +2.0% | +3.9% |
| 30D | +7.7% | +8.0% | -0.2% | +4.9% |
| 3M | -6.8% | +5.9% | -12.7% | -8.6% |
| 6M | -9.7% | +11.6% | -21.3% | -13.0% |
| YTD | -15.0% | +17.5% | -32.5% | -19.7% |
| 1Y | -19.1% | +13.3% | -32.4% | -22.7% |
| 3Y | +21.4% | +67.0% | -45.6% | +0.5% |
| 5Y | +51.2% | +150.6% | -99.5% | +7.7% |
| 10Y | +240.2% | +343.1% | -102.9% | +89.7% |
| All | +293.7% | +734.4% | -440.7% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling