+21.4%
TMUS vs AMCR
+14.2%
+7.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | -2.4% | +7.3% | +5.3% |
| 30D | +7.7% | +3.6% | +4.1% | +7.2% |
| 3M | -6.8% | -4.2% | -2.6% | -6.2% |
| 6M | -9.7% | +15.5% | -25.2% | -11.2% |
| YTD | -15.0% | +9.7% | -24.7% | -15.9% |
| 1Y | -19.1% | +8.3% | -27.4% | -19.9% |
| 3Y | +21.4% | +15.4% | +6.1% | +21.7% |
| All | +21.4% | +14.2% | +7.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling