+234.7%
TMUS vs AME
+465.0%
-230.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +2.8% |
| 7D | +5.3% | -1.5% | +6.9% | +5.6% |
| 30D | +13.5% | -4.2% | +17.7% | +14.5% |
| 3M | -4.2% | -5.9% | +1.7% | -3.0% |
| 6M | -11.9% | +2.8% | -14.7% | -14.0% |
| YTD | -15.6% | +16.6% | -32.1% | -22.0% |
| 1Y | -16.8% | +22.1% | -38.9% | -24.6% |
| 3Y | +20.8% | +64.7% | -43.9% | -6.4% |
| 5Y | +48.0% | +76.6% | -28.6% | +9.4% |
| 10Y | +234.7% | +443.9% | -209.1% | +64.3% |
| All | +234.7% | +465.0% | -230.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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