+320.5%
TMUS vs APA
-18.7%
+339.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.9% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | +5.3% | +23.4% | -18.1% | +1.1% |
| 3M | +3.1% | +12.7% | -9.6% | +0.4% |
| 6M | -16.5% | +39.4% | -55.9% | -22.3% |
| YTD | -9.2% | +79.0% | -88.1% | -19.8% |
| 1Y | -26.5% | +88.8% | -115.3% | -36.3% |
| 3Y | +39.0% | +6.4% | +32.7% | +29.9% |
| 5Y | +40.4% | +153.0% | -112.6% | +2.3% |
| 10Y | +303.7% | +7.5% | +296.2% | +182.8% |
| All | +320.5% | -18.7% | +339.2% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling