-20.2%
AMRZ vs TRMB
-22.3%
+2.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | +2.8% | -4.9% | -2.8% |
| 30D | +13.0% | -5.9% | +18.8% | +12.3% |
| 3M | -12.1% | -3.3% | -8.8% | -13.5% |
| 6M | -19.1% | +1.3% | -20.5% | -22.3% |
| YTD | -23.3% | -29.0% | +5.7% | -15.3% |
| 1Y | -16.6% | -27.8% | +11.2% | -8.5% |
| All | -20.2% | -22.3% | +2.1% | -8.8% |
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