-20.3%
AMT vs TRMB
-38.3%
+17.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +0.5% | -16.7% | +17.2% | +3.3% |
| 30D | +13.6% | -9.9% | +23.5% | +14.9% |
| 3M | +11.5% | -7.6% | +19.1% | +12.1% |
| 6M | +6.9% | -14.7% | +21.6% | +9.0% |
| YTD | +10.8% | -30.9% | +41.8% | +17.4% |
| 1Y | +10.3% | -31.3% | +41.7% | +16.8% |
| 3Y | +12.4% | +29.4% | -17.0% | -5.7% |
| All | -20.3% | -38.3% | +17.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling