+600.6%
TMUS vs AMC
-98.1%
+698.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | -16.5% | +124.6% | -141.0% | -17.1% |
| YTD | -9.2% | +69.9% | -79.0% | -9.7% |
| 1Y | -26.5% | -2.6% | -23.9% | -26.6% |
| 3Y | +39.0% | -79.8% | +118.8% | +39.6% |
| 5Y | +40.4% | -99.4% | +139.8% | +43.0% |
| 10Y | +303.7% | -98.9% | +402.6% | +334.0% |
| All | +600.6% | -98.1% | +698.7% | +397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling