+114,578.9%
APH vs TRMB
+1,821.4%
+112,757.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -9.1% |
| 7D | -12.7% | -17.9% | +5.2% | -8.8% |
| 30D | -19.2% | -12.0% | -7.2% | -17.0% |
| 3M | -16.7% | -8.4% | -8.3% | -15.4% |
| 6M | +5.1% | -21.5% | +26.7% | +10.0% |
| YTD | +6.6% | -31.5% | +38.1% | +14.8% |
| 1Y | +3.9% | -33.4% | +37.3% | +12.7% |
| 3Y | +246.0% | +26.5% | +219.5% | +223.7% |
| 5Y | +268.0% | -37.9% | +305.9% | +299.1% |
| 10Y | +868.2% | +107.3% | +760.9% | +705.4% |
| All | +114,578.9% | +1,821.4% | +112,757.4% | +55,444.2% |
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 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