+304.4%
TMUS vs AMBA
-7.1%
+311.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +0.1% | -11.0% | +11.0% | +1.0% |
| 30D | +5.3% | -23.2% | +28.4% | +7.5% |
| 3M | +3.1% | -12.7% | +15.8% | +2.9% |
| 6M | -16.5% | +11.2% | -27.7% | -19.3% |
| YTD | -9.2% | -11.2% | +2.1% | -10.6% |
| 1Y | -26.5% | -22.5% | -3.9% | -27.3% |
| 3Y | +39.0% | -1.3% | +40.3% | +28.0% |
| 5Y | +40.4% | -54.2% | +94.5% | +33.7% |
| All | +304.4% | -7.1% | +311.5% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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