+162.2%
ARM vs TRMB
+6.1%
+156.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.1% | -12.0% | -12.3% |
| 7D | -27.1% | -17.9% | -9.2% | -17.7% |
| 30D | -44.9% | -12.0% | -32.9% | -40.9% |
| 3M | -39.3% | -8.4% | -30.8% | -37.0% |
| 6M | -20.2% | -21.5% | +1.4% | -8.0% |
| YTD | +52.5% | -31.5% | +84.1% | +95.0% |
| 1Y | +4.1% | -33.4% | +37.5% | +35.8% |
| 3Y | +211.7% | +26.5% | +185.2% | +164.7% |
| All | +162.2% | +6.1% | +156.0% | +140.0% |
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