-5.4%
TRMB vs ABCL
-81.3%
+75.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +1.5% | +93.1% | -91.6% | -8.1% |
| 3M | +6.8% | +79.4% | -72.7% | -3.3% |
| 6M | -14.9% | +214.9% | -229.8% | -29.6% |
| YTD | -24.1% | +234.2% | -258.3% | -38.3% |
| 1Y | -25.4% | +174.8% | -200.2% | -38.3% |
| 3Y | +8.0% | +104.5% | -96.5% | -11.9% |
| 5Y | -37.3% | -39.0% | +1.7% | -44.6% |
| All | -5.4% | -81.3% | +75.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling