-17.0%
AMRZ vs TRMB
-25.1%
+8.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +2.5% | -17.9% | +20.4% | +7.0% |
| 30D | +14.4% | -12.0% | +26.4% | +16.2% |
| 3M | -19.2% | -8.4% | -10.7% | -19.2% |
| 6M | -19.7% | -21.5% | +1.8% | -14.9% |
| YTD | -20.2% | -31.5% | +11.4% | -11.1% |
| 1Y | -15.1% | -33.4% | +18.4% | -4.5% |
| All | -17.0% | -25.1% | +8.2% | -4.2% |
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 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