-38.1%
TRMB vs ACM
+3.6%
-41.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -2.0% |
| 7D | -17.0% | +6.9% | -23.8% | -20.6% |
| 30D | -9.0% | +19.1% | -28.1% | -18.5% |
| 3M | -8.1% | -6.9% | -1.2% | -5.2% |
| 6M | -10.1% | -12.0% | +2.0% | -4.6% |
| YTD | -30.2% | -25.1% | -5.1% | -18.9% |
| 1Y | -30.7% | -45.4% | +14.7% | -0.2% |
| 3Y | +32.6% | -6.9% | +39.5% | +24.5% |
| 5Y | -38.1% | +3.7% | -41.9% | -48.4% |
| All | -38.1% | +3.6% | -41.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling