+309.1%
TMUS vs AME
+421.6%
-112.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +2.8% | -3.0% | -1.2% |
| 30D | +3.1% | -6.3% | +9.4% | +5.3% |
| 3M | +2.4% | +5.4% | -3.0% | -0.2% |
| 6M | -17.1% | +7.4% | -24.5% | -20.2% |
| YTD | -9.1% | +16.2% | -25.2% | -15.4% |
| 1Y | -23.6% | +26.8% | -50.4% | -31.7% |
| 3Y | +38.8% | +57.5% | -18.7% | +10.3% |
| 5Y | +43.0% | +84.8% | -41.9% | +3.8% |
| 10Y | +309.1% | +424.3% | -115.2% | +91.5% |
| All | +309.1% | +421.6% | -112.5% | +91.5% |
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