+304.4%
TMUS vs AMT
+96.2%
+208.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | +4.6% | +0.6% | +3.8% |
| 3M | +3.1% | -8.4% | +11.6% | +5.8% |
| 6M | -16.5% | -6.0% | -10.4% | -15.2% |
| YTD | -9.2% | +2.1% | -11.3% | -10.2% |
| 1Y | -26.5% | -6.4% | -20.1% | -25.4% |
| 3Y | +39.0% | +8.1% | +31.0% | +32.1% |
| 5Y | +40.4% | -31.9% | +72.3% | +53.2% |
| All | +304.4% | +96.2% | +208.1% | +270.5% |
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