-16.3%
TMUS vs AMBA
-33.2%
+16.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.1% | +4.9% |
| 7D | +5.3% | 0.0% | +5.4% | +5.4% |
| 30D | +13.5% | -8.6% | +22.1% | +12.5% |
| 3M | -4.2% | -29.0% | +24.7% | -7.0% |
| 6M | -11.9% | -19.2% | +7.3% | -11.3% |
| YTD | -15.6% | -13.0% | -2.6% | -12.9% |
| All | -16.3% | -33.2% | +16.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling