+247.2%
ARM vs TRMB
+32.5%
+214.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -10.4% | -16.6% | +6.2% | +0.7% |
| 30D | -31.8% | -8.9% | -23.0% | -28.5% |
| 3M | -32.2% | -6.3% | -25.9% | -30.8% |
| 6M | -14.9% | -10.0% | -5.0% | -10.8% |
| YTD | +66.0% | -30.1% | +96.2% | +113.3% |
| 1Y | +17.2% | -31.3% | +48.5% | +52.3% |
| 3Y | +247.2% | +30.8% | +216.4% | +155.1% |
| All | +247.2% | +32.5% | +214.7% | +155.1% |
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