+20,877.5%
AME vs TRMB
+3,168.1%
+17,709.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +8.1% | +4.1% | +4.0% | +7.3% |
| 30D | -3.8% | -7.0% | +3.2% | -2.8% |
| 3M | -6.6% | -0.9% | -5.7% | -6.8% |
| 6M | +4.6% | -1.2% | +5.8% | +4.2% |
| YTD | +17.9% | -28.7% | +46.7% | +24.0% |
| 1Y | +23.2% | -32.1% | +55.3% | +30.6% |
| 3Y | +62.9% | +33.4% | +29.5% | +52.8% |
| 5Y | +77.5% | -35.6% | +113.1% | +86.1% |
| 10Y | +444.7% | +103.8% | +340.9% | +372.0% |
| All | +20,877.5% | +3,168.1% | +17,709.4% | +11,625.7% |
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 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