+298.8%
TMUS vs AME
+1,634.8%
-1,336.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +8.2% | +1.1% | +7.1% | +7.5% |
| 30D | +13.4% | -4.1% | +17.4% | +14.7% |
| 3M | -3.0% | -6.3% | +3.3% | -1.1% |
| 6M | -8.8% | +3.5% | -12.3% | -12.1% |
| YTD | -13.8% | +17.3% | -31.1% | -22.8% |
| 1Y | -17.1% | +22.0% | -39.1% | -27.3% |
| 3Y | +22.7% | +62.0% | -39.3% | -10.5% |
| 5Y | +52.8% | +78.5% | -25.6% | +4.0% |
| 10Y | +244.6% | +441.6% | -197.0% | +17.5% |
| All | +298.8% | +1,634.8% | -1,336.0% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling