+117.5%
TRMB vs ACM
+128.0%
-10.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -1.2% | -12.9% | +11.7% | +6.1% |
| 3M | +9.6% | -6.4% | +16.0% | +12.8% |
| 6M | -16.1% | -29.2% | +13.1% | +0.8% |
| YTD | -25.0% | -29.9% | +5.0% | -10.3% |
| 1Y | -27.7% | -47.3% | +19.6% | +1.2% |
| 3Y | +15.3% | -19.6% | +34.9% | +24.8% |
| 5Y | -37.4% | +5.5% | -42.9% | -42.2% |
| 10Y | +117.5% | +129.7% | -12.2% | +29.3% |
| All | +117.5% | +128.0% | -10.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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