-97.7%
AMC vs TRMB
+61.7%
-159.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -11.9% |
| 7D | 0.0% | -17.9% | +17.9% | +9.6% |
| 30D | +4.4% | -12.0% | +16.4% | +9.9% |
| 3M | +15.4% | -8.4% | +23.8% | +18.5% |
| 6M | +93.7% | -21.5% | +115.3% | +117.3% |
| YTD | +97.4% | -31.5% | +129.0% | +138.6% |
| 1Y | +23.2% | -33.4% | +56.6% | +51.0% |
| 3Y | -71.3% | +26.5% | -97.7% | -76.4% |
| 5Y | -99.3% | -37.9% | -61.4% | -99.1% |
| 10Y | -98.7% | +107.3% | -206.1% | -99.2% |
| All | -97.7% | +61.7% | -159.4% | -98.5% |
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