+441.6%
AME vs TRMB
+109.2%
+332.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.7% |
| 7D | +1.1% | +4.1% | -3.0% | -0.5% |
| 30D | -4.1% | -5.1% | +1.0% | -2.8% |
| 3M | -6.3% | -2.6% | -3.8% | -6.4% |
| 6M | +3.5% | -2.7% | +6.2% | +2.8% |
| YTD | +17.3% | -27.9% | +45.2% | +30.8% |
| 1Y | +22.0% | -29.0% | +51.0% | +36.7% |
| 3Y | +62.0% | +35.0% | +27.1% | +34.3% |
| 5Y | +78.5% | -33.9% | +112.4% | +95.6% |
| 10Y | +441.6% | +106.1% | +335.5% | +253.5% |
| All | +441.6% | +109.2% | +332.4% | +253.5% |
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 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