+32.6%
TRMB vs ACM
-7.9%
+40.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -1.5% |
| 7D | -17.0% | +6.9% | -23.8% | -19.9% |
| 30D | -9.0% | +19.1% | -28.1% | -16.9% |
| 3M | -8.1% | -6.9% | -1.2% | -5.5% |
| 6M | -10.1% | -12.0% | +2.0% | -5.3% |
| YTD | -30.2% | -25.1% | -5.1% | -20.7% |
| 1Y | -30.7% | -45.4% | +14.7% | -4.8% |
| 3Y | +32.6% | -6.9% | +39.5% | +27.6% |
| All | +32.6% | -7.9% | +40.5% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling