+129.4%
TRMB vs AMBA
+722.2%
-592.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | +0.9% |
| 7D | -17.9% | -14.6% | -3.3% | -15.2% |
| 30D | -12.0% | -18.8% | +6.8% | -8.3% |
| 3M | -8.4% | -32.6% | +24.2% | -1.3% |
| 6M | -21.5% | -25.8% | +4.3% | -20.5% |
| YTD | -31.5% | -22.1% | -9.4% | -32.1% |
| 1Y | -33.4% | -36.2% | +2.8% | -31.4% |
| 3Y | +26.5% | +10.0% | +16.5% | +9.0% |
| 5Y | -37.9% | -71.6% | +33.7% | -33.5% |
| 10Y | +107.3% | -4.7% | +112.1% | +61.7% |
| All | +129.4% | +722.2% | -592.8% | +27.8% |
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