+12.4%
APD vs TRMB
+27.3%
-15.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -3.7% | -16.7% | +13.0% | -1.1% |
| 30D | +9.6% | -9.9% | +19.5% | +10.8% |
| 3M | +1.6% | -7.6% | +9.2% | +2.1% |
| 6M | +2.2% | -14.7% | +16.9% | +4.1% |
| YTD | +25.9% | -30.9% | +56.8% | +34.3% |
| 1Y | +20.1% | -31.3% | +51.5% | +28.3% |
| 3Y | +12.4% | +29.4% | -17.0% | +8.1% |
| All | +12.4% | +27.3% | -15.0% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling