+291.7%
TMUS vs AIG
-89.9%
+381.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.3% |
| 7D | +9.5% | +2.2% | +7.3% | +9.1% |
| 30D | +13.8% | +6.9% | +6.9% | +12.6% |
| 3M | -4.6% | +6.8% | -11.3% | -5.6% |
| 6M | -11.7% | +9.2% | -20.9% | -13.0% |
| YTD | -15.4% | -1.9% | -13.5% | -15.2% |
| 1Y | -16.1% | +9.7% | -25.8% | -17.6% |
| 3Y | +20.5% | +37.9% | -17.4% | +13.5% |
| 5Y | +48.7% | +56.8% | -8.1% | +36.0% |
| 10Y | +240.8% | +67.6% | +173.2% | +195.4% |
| All | +291.7% | -89.9% | +381.6% | +569.6% |
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