-5.9%
ABT vs TRMB
-31.2%
+25.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -17.3% | +22.9% | +6.7% |
| 7D | +12.5% | -15.7% | +28.2% | +13.3% |
| 30D | +16.1% | -7.8% | +23.9% | +15.0% |
| 3M | +10.2% | -9.3% | +19.5% | +9.4% |
| 6M | +33.7% | -20.8% | +54.5% | +31.3% |
| YTD | -5.5% | -30.8% | +25.2% | -6.1% |
| 1Y | -5.9% | -31.0% | +25.1% | -6.7% |
| All | -5.9% | -31.2% | +25.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling