+84.8%
AME vs TRMB
-37.5%
+122.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -6.3% | -1.2% | -5.0% | -6.1% |
| 3M | +5.4% | +9.6% | -4.2% | +1.6% |
| 6M | +7.4% | -16.1% | +23.6% | +13.2% |
| YTD | +16.2% | -25.0% | +41.1% | +26.9% |
| 1Y | +26.8% | -27.7% | +54.5% | +40.0% |
| 3Y | +57.5% | +15.3% | +42.2% | +43.6% |
| 5Y | +84.8% | -37.4% | +122.2% | +106.2% |
| All | +84.8% | -37.5% | +122.4% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling