+905.3%
APA vs TRMB
+3,381.2%
-2,475.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.0% |
| 7D | +0.5% | -2.5% | +3.1% | +1.0% |
| 30D | +23.4% | +1.5% | +21.9% | +23.0% |
| 3M | +12.7% | +6.8% | +5.9% | +10.8% |
| 6M | +39.4% | -14.9% | +54.4% | +42.7% |
| YTD | +79.0% | -24.1% | +103.0% | +86.7% |
| 1Y | +88.8% | -25.4% | +114.2% | +97.2% |
| 3Y | +6.4% | +8.0% | -1.7% | +3.2% |
| 5Y | +153.0% | -37.3% | +190.3% | +169.7% |
| 10Y | +7.5% | +116.8% | -109.3% | -4.0% |
| All | +905.3% | +3,381.2% | -2,475.9% | +536.6% |
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