-13.9%
TRMB vs ABCL
-80.5%
+66.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.9% | +0.1% |
| 7D | -16.7% | -3.2% | -13.5% | -16.5% |
| 30D | -9.9% | -7.4% | -2.5% | -9.5% |
| 3M | -7.6% | +81.9% | -89.5% | -16.2% |
| 6M | -14.7% | +135.7% | -150.4% | -26.6% |
| YTD | -30.9% | +247.4% | -278.3% | -44.5% |
| 1Y | -31.3% | +162.3% | -193.6% | -42.7% |
| 3Y | +29.4% | +165.5% | -136.1% | +1.3% |
| 5Y | -37.4% | -21.3% | -16.1% | -45.6% |
| All | -13.9% | -80.5% | +66.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling