-59.6%
ACHR vs TRMB
-16.6%
-42.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.7% |
| 7D | -9.2% | +2.8% | -12.1% | -11.1% |
| 30D | -1.0% | -5.9% | +4.9% | +1.3% |
| 3M | -42.2% | -3.3% | -38.9% | -42.3% |
| 6M | -38.2% | +1.3% | -39.5% | -41.4% |
| YTD | -46.4% | -29.0% | -17.4% | -32.0% |
| 1Y | -49.4% | -27.8% | -21.6% | -36.7% |
| 3Y | -22.5% | +36.3% | -58.8% | -41.4% |
| 5Y | -29.8% | -35.8% | +6.0% | -14.6% |
| All | -59.6% | -16.6% | -42.9% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling