-98.1%
AMC vs TRMB
+79.2%
-177.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.9% |
| 7D | +2.3% | -2.5% | +4.8% | +3.7% |
| 30D | -0.7% | +1.5% | -2.3% | -1.7% |
| 3M | +35.2% | +6.8% | +28.4% | +29.3% |
| 6M | +124.6% | -14.9% | +139.5% | +146.2% |
| YTD | +69.9% | -24.1% | +94.0% | +97.9% |
| 1Y | -2.6% | -25.4% | +22.8% | +14.1% |
| 3Y | -79.8% | +8.0% | -87.8% | -81.5% |
| 5Y | -99.4% | -37.3% | -62.1% | -99.2% |
| 10Y | -98.9% | +116.8% | -215.7% | -99.3% |
| All | -98.1% | +79.2% | -177.3% | -98.7% |
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