-18.1%
AMRZ vs TRMB
-23.6%
+5.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | -16.6% | +16.8% | +4.2% |
| 30D | +16.2% | -8.9% | +25.1% | +16.7% |
| 3M | -8.9% | -6.3% | -2.6% | -9.5% |
| 6M | -20.1% | -10.0% | -10.2% | -19.6% |
| YTD | -21.3% | -30.1% | +8.9% | -12.7% |
| 1Y | -12.6% | -31.3% | +18.7% | -2.8% |
| All | -18.1% | -23.6% | +5.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling