+65.7%
AMGN vs TRMB
-31.2%
+97.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -17.3% | +21.0% | +5.1% |
| 7D | +5.9% | -15.7% | +21.6% | +7.0% |
| 30D | +18.7% | -7.8% | +26.5% | +18.2% |
| 3M | +23.4% | -9.3% | +32.7% | +23.0% |
| 6M | +49.7% | -20.8% | +70.6% | +50.8% |
| YTD | +49.2% | -30.8% | +79.9% | +52.3% |
| 1Y | +65.7% | -31.0% | +96.7% | +69.3% |
| All | +65.7% | -31.2% | +97.0% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling