+10.0%
TMUS vs AHR
+394.2%
-384.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | +7.7% | +10.2% | -2.5% | +6.4% |
| 3M | -6.8% | +8.3% | -15.1% | -7.8% |
| 6M | -9.7% | +13.0% | -22.7% | -11.1% |
| YTD | -15.0% | +24.6% | -39.6% | -17.2% |
| 1Y | -19.1% | +22.2% | -41.3% | -21.1% |
| All | +10.0% | +394.2% | -384.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling