-37.1%
TRMB vs ACM
+5.0%
-42.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -0.3% |
| 30D | +1.5% | -11.1% | +12.6% | +8.2% |
| 3M | +6.8% | -8.0% | +14.8% | +11.2% |
| 6M | -14.9% | -29.7% | +14.7% | +4.2% |
| YTD | -24.1% | -29.4% | +5.3% | -8.4% |
| 1Y | -25.4% | -46.4% | +21.0% | +7.4% |
| 3Y | +8.0% | -22.3% | +30.4% | +16.8% |
| All | -37.1% | +5.0% | -42.1% | -45.5% |
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