+174.6%
ARM vs TRMB
+7.1%
+167.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +4.1% |
| 7D | -15.2% | -16.7% | +1.5% | -5.3% |
| 30D | -40.7% | -9.9% | -30.8% | -37.4% |
| 3M | -39.1% | -7.6% | -31.5% | -37.2% |
| 6M | -26.4% | -14.7% | -11.7% | -19.6% |
| YTD | +59.7% | -30.9% | +90.7% | +103.1% |
| 1Y | +10.3% | -31.3% | +41.7% | +40.4% |
| 3Y | +228.9% | +29.4% | +199.4% | +176.7% |
| All | +174.6% | +7.1% | +167.5% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling