+20,639.9%
AME vs TRMB
+3,104.9%
+17,535.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.1% | -16.6% | +12.4% | -1.2% |
| 30D | -4.1% | -8.9% | +4.8% | -2.8% |
| 3M | -5.6% | -6.3% | +0.7% | -4.9% |
| 6M | +2.8% | -10.0% | +12.8% | +4.1% |
| YTD | +16.6% | -30.1% | +46.7% | +23.0% |
| 1Y | +21.1% | -31.3% | +52.4% | +28.0% |
| 3Y | +61.1% | +30.8% | +30.3% | +51.6% |
| 5Y | +76.6% | -35.9% | +112.5% | +85.3% |
| 10Y | +431.3% | +101.7% | +329.6% | +361.4% |
| All | +20,639.9% | +3,104.9% | +17,535.0% | +11,533.8% |
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 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