+1,686.2%
TMUS vs AMCR
+100.2%
+1,586.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | -1.9% | +1.9% | +0.4% |
| 30D | +5.3% | -4.1% | +9.3% | +6.0% |
| 3M | +3.1% | +21.7% | -18.5% | -0.4% |
| 6M | -16.5% | +1.5% | -17.9% | -17.0% |
| YTD | -9.2% | +13.1% | -22.3% | -11.7% |
| 1Y | -26.5% | +13.0% | -39.5% | -28.5% |
| 3Y | +39.0% | +6.9% | +32.1% | +35.2% |
| 5Y | +40.4% | -10.5% | +50.8% | +40.3% |
| 10Y | +303.7% | +20.9% | +282.8% | +270.4% |
| All | +1,686.2% | +100.2% | +1,586.0% | +1,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling