-14.7%
AMRZ vs TRMB
-33.2%
+18.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +1.2% | -16.7% | +17.9% | +4.6% |
| 30D | +15.1% | -9.9% | +25.0% | +15.5% |
| 3M | -18.1% | -7.6% | -10.5% | -18.6% |
| 6M | -23.5% | -14.7% | -8.8% | -21.5% |
| YTD | -21.6% | -30.9% | +9.3% | -13.7% |
| 1Y | -14.7% | -31.3% | +16.6% | -5.6% |
| All | -14.7% | -33.2% | +18.5% | -5.6% |
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