+238.4%
TMUS vs AMBA
-0.9%
+239.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.5% |
| 7D | +3.6% | -7.2% | +10.8% | +4.0% |
| 30D | -3.4% | -10.4% | +7.0% | -2.9% |
| 3M | -9.5% | -30.1% | +20.7% | -7.4% |
| 6M | -15.2% | -22.4% | +7.2% | -15.4% |
| YTD | -18.9% | -17.3% | -1.6% | -20.2% |
| 1Y | -17.7% | -35.4% | +17.7% | -17.2% |
| 3Y | +15.6% | +18.6% | -3.0% | +3.1% |
| 5Y | +38.9% | -69.8% | +108.7% | +41.2% |
| All | +238.4% | -0.9% | +239.3% | +146.5% |
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