+320.5%
TMUS vs AFL
+666.4%
-345.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | +3.1% | +2.2% | +1.0% | +2.4% |
| 6M | -16.5% | +5.3% | -21.7% | -18.0% |
| YTD | -9.2% | +8.0% | -17.1% | -11.7% |
| 1Y | -26.5% | +10.2% | -36.7% | -29.1% |
| 3Y | +39.0% | +67.1% | -28.1% | +15.0% |
| 5Y | +40.4% | +135.6% | -95.2% | +2.0% |
| 10Y | +303.7% | +299.4% | +4.3% | +133.1% |
| All | +320.5% | +666.4% | -345.9% | +101.0% |
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