-17.9%
TMUS vs AME
+22.2%
-40.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.5% |
| 7D | +6.5% | +8.1% | -1.6% | +9.2% |
| 30D | +11.3% | -3.8% | +15.0% | +9.8% |
| 3M | -2.9% | -6.6% | +3.7% | -5.0% |
| 6M | -10.5% | +4.6% | -15.1% | -9.7% |
| YTD | -14.4% | +17.9% | -32.3% | -11.6% |
| 1Y | -17.9% | +23.2% | -41.1% | -14.9% |
| All | -17.9% | +22.2% | -40.1% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling