+154.4%
TRMB vs AMBA
+837.3%
-682.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.5% | -11.0% | +8.4% | -0.1% |
| 30D | +1.5% | -23.2% | +24.7% | +7.2% |
| 3M | +6.8% | -12.7% | +19.5% | +6.6% |
| 6M | -14.9% | +11.2% | -26.2% | -21.0% |
| YTD | -24.1% | -11.2% | -12.9% | -26.3% |
| 1Y | -25.4% | -22.5% | -2.9% | -26.2% |
| 3Y | +8.0% | -1.3% | +9.3% | -3.9% |
| 5Y | -37.3% | -54.2% | +16.9% | -38.7% |
| 10Y | +116.8% | -6.1% | +122.9% | +68.6% |
| All | +154.4% | +837.3% | -682.9% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling