+1,141.9%
TMUS vs APTV
+142.3%
+999.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.6% |
| 7D | +3.6% | -10.2% | +13.8% | +5.8% |
| 30D | -3.4% | -10.8% | +7.4% | -1.1% |
| 3M | -9.5% | -14.8% | +5.4% | -6.7% |
| 6M | -15.2% | -30.6% | +15.4% | -9.8% |
| YTD | -18.9% | -48.2% | +29.2% | -9.0% |
| 1Y | -17.7% | -52.0% | +34.3% | -6.2% |
| 3Y | +15.6% | -47.0% | +62.7% | +23.8% |
| 5Y | +38.9% | -77.5% | +116.4% | +79.9% |
| 10Y | +245.3% | -27.0% | +272.2% | +172.5% |
| All | +1,141.9% | +142.3% | +999.6% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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