+320.5%
TMUS vs AME
+1,618.0%
-1,297.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +5.3% | -6.7% | +11.9% | +8.6% |
| 3M | +3.1% | +4.1% | -0.9% | +0.2% |
| 6M | -16.5% | +1.6% | -18.0% | -18.5% |
| YTD | -9.2% | +16.1% | -25.3% | -17.5% |
| 1Y | -26.5% | +27.3% | -53.8% | -36.7% |
| 3Y | +39.0% | +50.9% | -11.8% | +6.2% |
| 5Y | +40.4% | +81.4% | -41.0% | -4.5% |
| 10Y | +303.7% | +417.0% | -113.3% | +42.5% |
| All | +320.5% | +1,618.0% | -1,297.6% | -31.5% |
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 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