+23.2%
APD vs TRMB
-31.2%
+54.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -0.2% | -16.6% | +16.3% | +0.5% |
| 30D | +11.0% | -8.9% | +19.9% | +10.9% |
| 3M | +1.3% | -6.3% | +7.6% | +1.0% |
| 6M | +6.4% | -10.0% | +16.3% | +5.9% |
| YTD | +28.9% | -30.1% | +59.0% | +33.8% |
| 1Y | +23.2% | -31.3% | +54.5% | +28.2% |
| All | +23.2% | -31.2% | +54.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling