-56.7%
AMC vs TRMB
+36.0%
-92.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -2.7% |
| 7D | -2.8% | +4.1% | -7.0% | -4.7% |
| 30D | +14.0% | -5.1% | +19.1% | +14.0% |
| 3M | +42.5% | -2.6% | +45.1% | +40.1% |
| 6M | +142.6% | -2.7% | +145.2% | +139.3% |
| YTD | +119.2% | -27.9% | +147.1% | +151.4% |
| 1Y | +40.7% | -29.0% | +69.8% | +62.4% |
| All | -56.7% | +36.0% | -92.7% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling