+320.5%
TMUS vs AIG
-90.8%
+411.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +5.3% | -4.9% | +10.1% | +6.1% |
| 3M | +3.1% | +4.5% | -1.3% | +2.4% |
| 6M | -16.5% | -1.4% | -15.0% | -16.3% |
| YTD | -9.2% | -9.8% | +0.6% | -7.7% |
| 1Y | -26.5% | -4.5% | -22.0% | -26.1% |
| 3Y | +39.0% | +37.4% | +1.6% | +31.1% |
| 5Y | +40.4% | +55.0% | -14.6% | +28.6% |
| 10Y | +303.7% | +63.7% | +240.0% | +251.8% |
| All | +320.5% | -90.8% | +411.2% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling