+57.5%
AME vs TRMB
+13.0%
+44.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -6.3% | -1.2% | -5.0% | -6.1% |
| 3M | +5.4% | +9.6% | -4.2% | +2.2% |
| 6M | +7.4% | -16.1% | +23.6% | +12.6% |
| YTD | +16.2% | -25.0% | +41.1% | +25.9% |
| 1Y | +26.8% | -27.7% | +54.5% | +38.8% |
| 3Y | +57.5% | +15.3% | +42.2% | +49.7% |
| All | +57.5% | +13.0% | +44.5% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling