-12.3%
AMRZ vs TRMB
-31.2%
+18.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -17.3% | +22.5% | +9.1% |
| 7D | +10.3% | -15.7% | +26.0% | +13.6% |
| 30D | +18.7% | -7.8% | +26.4% | +18.2% |
| 3M | -14.6% | -9.3% | -5.3% | -14.6% |
| 6M | -12.9% | -20.8% | +7.9% | -8.2% |
| YTD | -17.4% | -30.8% | +13.4% | -9.1% |
| 1Y | -12.3% | -31.0% | +18.7% | -3.1% |
| All | -12.3% | -31.2% | +18.9% | -3.1% |
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