+238.4%
TMUS vs AMC
-98.7%
+337.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.9% |
| 7D | +3.6% | +2.6% | +0.9% | +3.5% |
| 30D | -3.4% | +9.0% | -12.4% | -3.4% |
| 3M | -9.5% | +22.2% | -31.6% | -9.5% |
| 6M | -15.2% | +91.5% | -106.6% | -15.4% |
| YTD | -18.9% | +101.3% | -120.2% | -19.2% |
| 1Y | -17.7% | +20.8% | -38.5% | -17.8% |
| 3Y | +15.6% | -71.3% | +87.0% | +15.9% |
| 5Y | +38.9% | -99.2% | +138.1% | +39.9% |
| All | +238.4% | -98.7% | +337.1% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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