+296.4%
ARM vs TRMB
+17.7%
+278.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.7% |
| 7D | +5.5% | -2.5% | +8.0% | +7.4% |
| 30D | -8.2% | +1.5% | -9.7% | -9.5% |
| 3M | -35.9% | +6.8% | -42.7% | -39.8% |
| 6M | +103.1% | -14.9% | +118.1% | +126.9% |
| YTD | +130.6% | -24.1% | +154.7% | +180.1% |
| 1Y | +86.1% | -25.4% | +111.5% | +127.2% |
| All | +296.4% | +17.7% | +278.8% | +244.8% |
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