-19.1%
TMUS vs AIG
+8.7%
-27.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.9% | +6.6% | -1.7% | +2.6% |
| 30D | +7.7% | +7.0% | +0.7% | +5.5% |
| 3M | -6.8% | +9.7% | -16.5% | -9.3% |
| 6M | -9.7% | +10.8% | -20.5% | -12.3% |
| YTD | -15.0% | -1.3% | -13.7% | -18.5% |
| 1Y | -19.1% | +8.4% | -27.5% | -21.1% |
| All | -19.1% | +8.7% | -27.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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