+234.7%
TMUS vs AMT
+116.9%
+117.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +13.5% | +3.7% | +9.8% | +12.2% |
| 3M | -4.2% | +10.7% | -15.0% | -7.7% |
| 6M | -11.9% | +9.3% | -21.1% | -14.8% |
| YTD | -15.6% | +10.9% | -26.5% | -19.0% |
| 1Y | -16.8% | +10.5% | -27.3% | -20.1% |
| 3Y | +20.8% | +15.5% | +5.3% | +12.2% |
| 5Y | +48.0% | -20.6% | +68.6% | +53.2% |
| 10Y | +234.7% | +124.5% | +110.2% | +208.2% |
| All | +234.7% | +116.9% | +117.8% | +208.2% |
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