+13,074.3%
AMD vs TRMB
+3,381.2%
+9,693.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +2.6% | -2.5% | +5.1% | +3.4% |
| 30D | -0.9% | +1.5% | -2.4% | -1.7% |
| 3M | -8.7% | +6.8% | -15.5% | -11.5% |
| 6M | +136.3% | -14.9% | +151.3% | +144.6% |
| YTD | +123.0% | -24.1% | +147.1% | +138.5% |
| 1Y | +195.2% | -25.4% | +220.6% | +217.7% |
| 3Y | +336.3% | +8.0% | +328.3% | +317.7% |
| 5Y | +334.5% | -37.3% | +371.8% | +400.2% |
| 10Y | +6,259.1% | +116.8% | +6,142.3% | +5,033.6% |
| All | +13,074.3% | +3,381.2% | +9,693.2% | +4,656.5% |
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