+291.7%
TMUS vs AMP
+1,201.2%
-909.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +9.5% | +3.3% | +6.2% | +8.2% |
| 30D | +13.8% | +4.2% | +9.6% | +12.0% |
| 3M | -4.6% | -6.4% | +1.9% | -2.4% |
| 6M | -11.7% | +12.4% | -24.1% | -15.7% |
| YTD | -15.4% | +7.4% | -22.8% | -18.7% |
| 1Y | -16.1% | +14.7% | -30.8% | -21.5% |
| 3Y | +20.5% | +60.8% | -40.3% | -3.2% |
| 5Y | +48.7% | +83.4% | -34.7% | +10.5% |
| 10Y | +240.8% | +473.5% | -232.7% | +46.3% |
| All | +291.7% | +1,201.2% | -909.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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