-41.5%
ACHR vs TRMB
-11.9%
-29.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.1% |
| 7D | +4.9% | -0.3% | +5.1% | +5.1% |
| 30D | +4.3% | -1.2% | +5.5% | +5.1% |
| 3M | +1.7% | +9.6% | -7.9% | -7.2% |
| 6M | -6.9% | -16.1% | +9.3% | +6.0% |
| YTD | -22.5% | -25.0% | +2.5% | -3.4% |
| 1Y | -31.5% | -27.7% | -3.8% | -11.4% |
| 3Y | -14.4% | +15.3% | -29.7% | -24.8% |
| 5Y | -41.6% | -37.4% | -4.2% | -29.0% |
| All | -41.5% | -11.9% | -29.6% | -34.2% |
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