+8.3%
TMUS vs AMIX
-99.9%
+108.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.8% | -7.7% | +4.1% |
| 7D | +5.3% | +1.2% | +4.2% | +5.3% |
| 30D | +13.5% | -45.3% | +58.9% | +13.6% |
| 3M | -4.2% | -83.1% | +78.8% | -4.0% |
| 6M | -11.9% | -76.9% | +65.0% | -11.9% |
| YTD | -15.6% | -85.3% | +69.7% | -15.4% |
| 1Y | -16.8% | -89.8% | +73.0% | -16.5% |
| All | +8.3% | -99.9% | +108.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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