+132.0%
TRMB vs AMBA
+807.9%
-675.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.7% | -15.6% | -16.9% |
| 7D | -15.7% | -8.1% | -7.6% | -14.1% |
| 30D | -7.8% | -10.8% | +3.0% | -5.7% |
| 3M | -9.3% | -25.9% | +16.6% | -4.0% |
| 6M | -20.8% | -13.9% | -7.0% | -22.3% |
| YTD | -30.8% | -14.0% | -16.8% | -32.7% |
| 1Y | -31.0% | -25.7% | -5.3% | -31.2% |
| 3Y | +27.9% | +21.5% | +6.5% | +8.1% |
| 5Y | -37.4% | -68.9% | +31.6% | -34.1% |
| 10Y | +109.7% | +5.2% | +104.5% | +60.3% |
| All | +132.0% | +807.9% | -675.9% | +26.7% |
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