+19,081.7%
AFL vs TRMB
+3,381.2%
+15,700.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -6.2% | +1.5% | -7.7% | -6.5% |
| 3M | +2.2% | +6.8% | -4.6% | +0.8% |
| 6M | +5.3% | -14.9% | +20.2% | +7.6% |
| YTD | +8.0% | -24.1% | +32.0% | +12.2% |
| 1Y | +10.2% | -25.4% | +35.6% | +14.6% |
| 3Y | +67.1% | +8.0% | +59.1% | +61.3% |
| 5Y | +135.6% | -37.3% | +172.9% | +145.3% |
| 10Y | +299.4% | +116.8% | +182.6% | +237.5% |
| All | +19,081.7% | +3,381.2% | +15,700.5% | +10,475.8% |
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