+41.9%
TMUS vs AMCR
-10.2%
+52.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.8% |
| 7D | -5.3% | -6.3% | +1.0% | -4.0% |
| 30D | +0.1% | -7.1% | +7.2% | +1.7% |
| 3M | -0.6% | +12.7% | -13.3% | -3.1% |
| 6M | -17.5% | +5.2% | -22.7% | -18.7% |
| YTD | -11.3% | +8.1% | -19.3% | -13.3% |
| 1Y | -25.4% | +11.7% | -37.1% | -27.8% |
| 3Y | +35.5% | +9.9% | +25.6% | +28.6% |
| 5Y | +41.9% | -8.7% | +50.6% | +38.8% |
| All | +41.9% | -10.2% | +52.1% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling