-31.3%
TRMB vs AMBA
-32.7%
+1.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.3% | +0.5% |
| 7D | -16.7% | -7.2% | -9.4% | -16.3% |
| 30D | -9.9% | -10.4% | +0.5% | -9.5% |
| 3M | -7.6% | -30.1% | +22.5% | -5.9% |
| 6M | -14.7% | -22.4% | +7.7% | -15.8% |
| YTD | -30.9% | -17.3% | -13.6% | -33.9% |
| 1Y | -31.3% | -35.4% | +4.0% | -31.6% |
| All | -31.3% | -32.7% | +1.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling