-18.7%
AMRZ vs TRMB
-21.1%
+2.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -1.6% |
| 7D | -5.5% | +4.1% | -9.6% | -6.4% |
| 30D | +15.6% | -5.1% | +20.7% | +14.8% |
| 3M | -12.1% | -2.6% | -9.5% | -13.6% |
| 6M | -19.4% | -2.7% | -16.7% | -21.1% |
| YTD | -21.9% | -27.9% | +6.0% | -14.1% |
| 1Y | -15.0% | -29.0% | +14.0% | -6.2% |
| All | -18.7% | -21.1% | +2.4% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling