+1,311.4%
AMT vs TRMB
+1,662.1%
-350.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | +4.6% | +1.5% | +3.1% | +4.2% |
| 3M | -8.4% | +6.8% | -15.2% | -10.1% |
| 6M | -6.0% | -14.9% | +8.9% | -2.8% |
| YTD | +2.1% | -24.1% | +26.2% | +8.2% |
| 1Y | -6.4% | -25.4% | +19.0% | -0.7% |
| 3Y | +8.1% | +8.0% | 0.0% | +1.3% |
| 5Y | -31.9% | -37.3% | +5.4% | -28.0% |
| 10Y | +97.1% | +116.8% | -19.7% | +44.5% |
| All | +1,311.4% | +1,662.1% | -350.7% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling