+856.9%
TMUS vs AMBA
+837.3%
+19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +0.1% | -11.0% | +11.0% | +1.1% |
| 30D | +5.3% | -23.2% | +28.4% | +7.7% |
| 3M | +3.1% | -12.7% | +15.8% | +2.9% |
| 6M | -16.5% | +11.2% | -27.7% | -19.4% |
| YTD | -9.2% | -11.2% | +2.1% | -10.7% |
| 1Y | -26.5% | -22.5% | -3.9% | -27.4% |
| 3Y | +39.0% | -1.3% | +40.3% | +28.1% |
| 5Y | +40.4% | -54.2% | +94.5% | +34.2% |
| 10Y | +303.7% | -6.1% | +309.8% | +217.6% |
| All | +856.9% | +837.3% | +19.6% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling