+293.7%
TMUS vs AON
+962.4%
-668.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | +4.9% | +1.0% | +3.9% | +4.4% |
| 30D | +7.7% | +23.2% | -15.5% | -2.5% |
| 3M | -6.8% | -5.0% | -1.8% | -5.0% |
| 6M | -9.7% | +9.3% | -19.0% | -14.1% |
| YTD | -15.0% | -3.4% | -11.5% | -14.9% |
| 1Y | -19.1% | -2.9% | -16.2% | -19.3% |
| 3Y | +21.4% | +3.6% | +17.8% | +15.5% |
| 5Y | +51.2% | +16.9% | +34.3% | +33.3% |
| 10Y | +240.2% | +234.4% | +5.8% | +60.2% |
| All | +293.7% | +962.4% | -668.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling