+20,558.4%
AME vs TRMB
+3,381.2%
+17,177.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -6.7% | +1.5% | -8.2% | -7.0% |
| 3M | +4.1% | +6.8% | -2.7% | +2.6% |
| 6M | +1.6% | -14.9% | +16.5% | +4.0% |
| YTD | +16.1% | -24.1% | +40.2% | +21.1% |
| 1Y | +27.3% | -25.4% | +52.7% | +33.0% |
| 3Y | +50.9% | +8.0% | +42.9% | +46.6% |
| 5Y | +81.4% | -37.3% | +118.7% | +91.3% |
| 10Y | +417.0% | +116.8% | +300.2% | +344.1% |
| All | +20,558.4% | +3,381.2% | +17,177.2% | +11,351.2% |
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 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