-34.0%
ACI vs TRMB
-29.4%
-4.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -2.2% |
| 7D | -5.0% | -2.9% | -2.2% | -4.9% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | -23.2% | +8.4% | -31.6% | -23.2% |
| 6M | -29.5% | -18.5% | -11.0% | -29.8% |
| YTD | -28.6% | -26.7% | -1.9% | -28.0% |
| 1Y | -34.0% | -28.3% | -5.7% | -34.0% |
| All | -34.0% | -29.4% | -4.6% | -34.0% |
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