+42.0%
TMUS vs AMT
-31.6%
+73.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | +4.6% | +0.6% | +3.9% |
| 3M | +3.1% | -8.4% | +11.6% | +5.4% |
| 6M | -16.5% | -6.0% | -10.4% | -15.3% |
| YTD | -9.2% | +2.1% | -11.3% | -10.0% |
| 1Y | -26.5% | -6.4% | -20.1% | -25.6% |
| 3Y | +39.0% | +8.1% | +31.0% | +33.2% |
| All | +42.0% | -31.6% | +73.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling