-37.1%
TRMB vs AMBA
-54.5%
+17.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.5% | -11.0% | +8.4% | +0.2% |
| 30D | +1.5% | -23.2% | +24.7% | +7.9% |
| 3M | +6.8% | -12.7% | +19.5% | +6.3% |
| 6M | -14.9% | +11.2% | -26.2% | -22.7% |
| YTD | -24.1% | -11.2% | -12.9% | -27.2% |
| 1Y | -25.4% | -22.5% | -2.9% | -26.8% |
| 3Y | +8.0% | -1.3% | +9.3% | -8.4% |
| All | -37.1% | -54.5% | +17.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling