+5,011.6%
APD vs TRMB
+3,381.2%
+1,630.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -2.2% | -2.5% | +0.3% | -1.9% |
| 30D | +2.1% | +1.5% | +0.6% | +1.8% |
| 3M | +7.2% | +6.8% | +0.4% | +6.0% |
| 6M | +11.2% | -14.9% | +26.2% | +13.4% |
| YTD | +24.4% | -24.1% | +48.5% | +28.8% |
| 1Y | +6.7% | -25.4% | +32.1% | +10.6% |
| 3Y | +9.2% | +8.0% | +1.2% | +6.2% |
| 5Y | +27.4% | -37.3% | +64.7% | +32.6% |
| 10Y | +164.8% | +116.8% | +48.0% | +128.7% |
| All | +5,011.6% | +3,381.2% | +1,630.4% | +2,835.3% |
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