+240.8%
TMUS vs AME
+438.4%
-197.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | -4.1% | +13.6% | +10.8% |
| 30D | +13.8% | -4.1% | +17.9% | +14.8% |
| 3M | -4.6% | -5.6% | +1.1% | -3.5% |
| 6M | -11.7% | +2.8% | -14.5% | -13.8% |
| YTD | -15.4% | +16.6% | -32.0% | -21.9% |
| 1Y | -16.1% | +21.1% | -37.2% | -23.8% |
| 3Y | +20.5% | +61.1% | -40.6% | -5.7% |
| 5Y | +48.7% | +76.6% | -27.8% | +9.8% |
| 10Y | +240.8% | +431.3% | -190.5% | +63.8% |
| All | +240.8% | +438.4% | -197.6% | +63.8% |
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