+21.4%
TMUS vs AME
+64.2%
-42.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.6% |
| 7D | +4.9% | +5.9% | -1.0% | +5.3% |
| 30D | +7.7% | -1.9% | +9.6% | +7.5% |
| 3M | -6.8% | -5.4% | -1.4% | -7.1% |
| 6M | -9.7% | +4.9% | -14.6% | -9.8% |
| YTD | -15.0% | +18.5% | -33.4% | -15.6% |
| 1Y | -19.1% | +25.5% | -44.6% | -20.1% |
| 3Y | +21.4% | +63.0% | -41.6% | +15.9% |
| All | +21.4% | +64.2% | -42.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling