-21.2%
TMUS vs AMCR
+32.3%
-53.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.6% |
| 7D | +7.5% | +6.2% | +1.3% | +6.7% |
| 30D | -3.3% | +16.0% | -19.4% | -5.0% |
| 3M | -9.7% | +4.4% | -14.0% | -10.2% |
| 6M | -17.2% | +35.5% | -52.7% | -18.8% |
| YTD | -20.3% | +21.5% | -41.9% | -20.6% |
| 1Y | -21.2% | +30.7% | -52.0% | -21.0% |
| All | -21.2% | +32.3% | -53.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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