+304.4%
TMUS vs AMC
-98.9%
+403.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -3.5% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +5.3% | -0.7% | +6.0% | +5.2% |
| 3M | +3.1% | +35.2% | -32.1% | +3.0% |
| 6M | -16.5% | +124.6% | -141.0% | -16.8% |
| YTD | -9.2% | +69.9% | -79.0% | -9.4% |
| 1Y | -26.5% | -2.6% | -23.9% | -26.5% |
| 3Y | +39.0% | -79.8% | +118.8% | +39.4% |
| 5Y | +40.4% | -99.4% | +139.8% | +41.6% |
| All | +304.4% | -98.9% | +403.3% | +305.7% |
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