+237.8%
TMUS vs AMT
+136.5%
+101.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | +7.7% | +6.8% | +0.9% | +5.6% |
| 3M | -6.8% | +11.2% | -18.0% | -10.2% |
| 6M | -9.7% | +12.5% | -22.2% | -13.4% |
| YTD | -15.0% | +12.5% | -27.4% | -18.7% |
| 1Y | -19.1% | +10.1% | -29.2% | -22.3% |
| 3Y | +21.4% | +16.0% | +5.4% | +12.7% |
| 5Y | +51.2% | -17.2% | +68.3% | +54.3% |
| All | +237.8% | +136.5% | +101.3% | +206.8% |
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