-22.8%
TMUS vs AMRZ
-19.3%
-3.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.6% |
| 7D | +6.5% | -4.0% | +10.5% | +6.6% |
| 30D | +11.3% | +12.4% | -1.1% | +11.3% |
| 3M | -2.9% | -11.5% | +8.6% | -3.0% |
| 6M | -10.5% | -21.6% | +11.1% | -10.9% |
| YTD | -14.4% | -23.4% | +9.0% | -14.9% |
| 1Y | -17.9% | -17.2% | -0.7% | -18.0% |
| All | -22.8% | -19.3% | -3.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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