-36.3%
TRMB vs AMBA
-69.7%
+33.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | -5.9% | -2.2% | -3.7% | -5.6% |
| 3M | -3.3% | -26.6% | +23.3% | +3.1% |
| 6M | +1.3% | -26.8% | +28.1% | +3.4% |
| YTD | -29.0% | -15.1% | -13.9% | -31.7% |
| 1Y | -27.8% | -32.3% | +4.5% | -26.6% |
| 3Y | +36.3% | +19.8% | +16.5% | +7.6% |
| All | -36.3% | -69.7% | +33.4% | -36.4% |
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