+238.4%
TMUS vs AMT
+113.8%
+124.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.6% |
| 7D | +3.6% | +0.5% | +3.0% | +3.4% |
| 30D | -3.4% | +13.6% | -17.0% | -7.4% |
| 3M | -9.5% | +11.5% | -20.9% | -12.8% |
| 6M | -15.2% | +6.9% | -22.1% | -17.4% |
| YTD | -18.9% | +10.8% | -29.8% | -22.1% |
| 1Y | -17.7% | +10.3% | -28.0% | -20.9% |
| 3Y | +15.6% | +12.4% | +3.2% | +8.6% |
| 5Y | +38.9% | -20.1% | +59.0% | +43.2% |
| All | +238.4% | +113.8% | +124.6% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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