-15.1%
AMRZ vs TRMB
-24.7%
+9.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | -16.9% | +1.5% | -18.5% | -17.5% |
| 3M | -19.2% | +6.8% | -26.0% | -21.4% |
| 6M | -29.3% | -14.9% | -14.3% | -25.0% |
| YTD | -18.0% | -24.1% | +6.1% | -9.3% |
| 1Y | -15.1% | -25.4% | +10.3% | -6.0% |
| All | -15.1% | -24.7% | +9.6% | -6.0% |
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