+317.5%
TMUS vs AMCR
+14.6%
+302.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +0.4% | -6.3% | +6.7% | +2.1% |
| 30D | +3.5% | -7.8% | +11.3% | +5.7% |
| 3M | -1.3% | +7.5% | -8.8% | -3.2% |
| 6M | -13.6% | +2.7% | -16.3% | -14.7% |
| YTD | -8.8% | +6.0% | -14.8% | -11.0% |
| 1Y | -22.9% | +7.8% | -30.7% | -25.2% |
| 3Y | +36.7% | +5.8% | +30.9% | +31.0% |
| 5Y | +46.6% | -11.6% | +58.2% | +46.7% |
| All | +317.5% | +14.6% | +302.9% | +266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling