+95.0%
AMT vs TRMB
+114.9%
-19.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +1.8% | -1.2% | +3.1% | +2.0% |
| 3M | -6.2% | +9.6% | -15.8% | -8.1% |
| 6M | -5.0% | -16.1% | +11.1% | -2.0% |
| YTD | +2.1% | -25.0% | +27.0% | +7.5% |
| 1Y | -5.7% | -27.7% | +21.9% | -0.3% |
| 3Y | +7.9% | +15.3% | -7.4% | -0.6% |
| 5Y | -32.3% | -37.4% | +5.1% | -29.6% |
| 10Y | +95.0% | +117.5% | -22.4% | +52.2% |
| All | +95.0% | +114.9% | -19.9% | +52.2% |
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