+61,451.9%
APH vs TRMB
+2,030.3%
+59,421.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -47.0% | -47.6% |
| 7D | -48.7% | -3.4% | -45.3% | -48.2% |
| 30D | -51.9% | +1.5% | -53.5% | -52.1% |
| 3M | -43.6% | +6.8% | -50.3% | -44.7% |
| 6M | -37.5% | -14.9% | -22.6% | -35.5% |
| YTD | -38.6% | -24.1% | -14.5% | -35.1% |
| 1Y | -26.3% | -25.4% | -0.9% | -21.9% |
| 3Y | +89.2% | +8.0% | +81.2% | +83.5% |
| 5Y | +119.8% | -37.3% | +157.1% | +138.7% |
| 10Y | +454.3% | +116.8% | +337.4% | +357.4% |
| All | +61,451.9% | +2,030.3% | +59,421.7% | +29,157.7% |
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 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