+183.2%
APD vs TRMB
+96.4%
+86.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -0.2% | -16.6% | +16.3% | +4.2% |
| 30D | +11.0% | -8.9% | +19.9% | +13.0% |
| 3M | +1.3% | -6.3% | +7.6% | +2.2% |
| 6M | +6.4% | -10.0% | +16.3% | +7.9% |
| YTD | +28.9% | -30.1% | +59.0% | +40.2% |
| 1Y | +23.2% | -31.3% | +54.5% | +34.5% |
| 3Y | +26.3% | +30.8% | -4.5% | +10.5% |
| 5Y | +12.0% | -35.9% | +48.0% | +19.4% |
| 10Y | +183.2% | +101.7% | +81.4% | +118.7% |
| All | +183.2% | +96.4% | +86.7% | +118.7% |
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