+39.1%
TMUS vs APA
+8.0%
+31.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.4% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +5.3% | +23.4% | -18.1% | +4.8% |
| 3M | +3.1% | +12.7% | -9.6% | +2.8% |
| 6M | -16.5% | +39.4% | -55.9% | -16.8% |
| YTD | -9.2% | +79.0% | -88.1% | -9.8% |
| 1Y | -26.5% | +88.8% | -115.3% | -27.1% |
| All | +39.1% | +8.0% | +31.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling