+428.5%
AME vs TRMB
+113.5%
+315.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +1.3% | -2.9% | +4.2% | +2.5% |
| 30D | -6.6% | -1.8% | -4.8% | -6.1% |
| 3M | +3.0% | +8.4% | -5.4% | -1.2% |
| 6M | +5.3% | -18.5% | +23.8% | +13.1% |
| YTD | +15.4% | -26.7% | +42.2% | +29.0% |
| 1Y | +26.8% | -28.3% | +55.1% | +42.5% |
| 3Y | +56.5% | +12.6% | +43.9% | +40.4% |
| 5Y | +85.2% | -38.7% | +124.0% | +112.0% |
| 10Y | +428.5% | +120.8% | +307.8% | +220.8% |
| All | +428.5% | +113.5% | +315.0% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling