+298.8%
TMUS vs AON
+956.8%
-658.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +8.2% | -2.4% | +10.5% | +9.4% |
| 30D | +13.4% | +22.8% | -9.4% | +2.7% |
| 3M | -3.0% | -5.3% | +2.3% | -1.0% |
| 6M | -8.8% | +8.4% | -17.1% | -12.9% |
| YTD | -13.8% | -3.9% | -9.9% | -13.6% |
| 1Y | -17.1% | -3.1% | -14.0% | -17.2% |
| 3Y | +22.7% | +3.0% | +19.7% | +17.0% |
| 5Y | +52.8% | +16.7% | +36.2% | +34.9% |
| 10Y | +244.6% | +232.6% | +12.0% | +62.7% |
| All | +298.8% | +956.8% | -658.0% | -8.0% |
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