+91.3%
AMCR vs TRMB
+129.7%
-38.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | -6.3% | -2.9% | -3.4% | -5.6% |
| 30D | -7.1% | -1.8% | -5.4% | -6.8% |
| 3M | +12.7% | +8.4% | +4.3% | +10.5% |
| 6M | +5.2% | -18.5% | +23.7% | +9.7% |
| YTD | +8.1% | -26.7% | +34.8% | +15.2% |
| 1Y | +10.0% | -28.3% | +38.3% | +17.6% |
| 3Y | +6.6% | +12.6% | -6.0% | +1.1% |
| 5Y | -11.4% | -38.7% | +27.3% | -6.3% |
| 10Y | +13.3% | +120.8% | -107.5% | -2.0% |
| All | +91.3% | +129.7% | -38.4% | +65.3% |
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