+48.7%
TMUS vs AMT
-19.6%
+68.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +9.5% | +1.6% | +7.9% | +9.1% |
| 30D | +13.8% | +4.5% | +9.3% | +12.5% |
| 3M | -4.6% | +13.8% | -18.4% | -8.0% |
| 6M | -11.7% | +10.0% | -21.7% | -14.2% |
| YTD | -15.4% | +11.8% | -27.1% | -18.3% |
| 1Y | -16.1% | +10.2% | -26.4% | -18.8% |
| 3Y | +20.5% | +15.1% | +5.3% | +13.6% |
| 5Y | +48.7% | -18.8% | +67.6% | +52.2% |
| All | +48.7% | -19.6% | +68.4% | +52.2% |
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 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