-18.5%
AMRZ vs TRMB
-24.4%
+6.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +1.2% | -16.7% | +17.9% | +5.1% |
| 30D | +15.1% | -9.9% | +25.0% | +15.9% |
| 3M | -18.1% | -7.6% | -10.5% | -18.3% |
| 6M | -23.5% | -14.7% | -8.8% | -21.3% |
| YTD | -21.6% | -30.9% | +9.3% | -12.9% |
| 1Y | -14.7% | -31.3% | +16.6% | -5.3% |
| All | -18.5% | -24.4% | +6.0% | -6.2% |
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