+11,055.9%
AMD vs TRMB
+3,039.9%
+8,016.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.1% | -16.1% | -16.9% |
| 7D | -28.6% | -17.9% | -10.7% | -24.6% |
| 30D | -37.7% | -12.0% | -25.7% | -35.7% |
| 3M | -16.1% | -8.4% | -7.7% | -14.8% |
| 6M | +13.8% | -21.5% | +35.4% | +19.7% |
| YTD | +88.8% | -31.5% | +120.4% | +106.7% |
| 1Y | +57.8% | -33.4% | +91.2% | +74.5% |
| 3Y | +260.3% | +26.5% | +233.8% | +228.2% |
| 5Y | +196.6% | -37.9% | +234.5% | +240.4% |
| 10Y | +6,064.6% | +107.3% | +5,957.3% | +4,911.9% |
| All | +11,055.9% | +3,039.9% | +8,016.0% | +4,022.7% |
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