-31.0%
TRMB vs AMP
+18.6%
-49.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.5% | -21.8% | -18.7% |
| 7D | -15.7% | +7.7% | -23.4% | -18.2% |
| 30D | -7.8% | +6.6% | -14.3% | -10.1% |
| 3M | -9.3% | -4.7% | -4.6% | -7.4% |
| 6M | -20.8% | +12.9% | -33.7% | -25.2% |
| YTD | -30.8% | +8.6% | -39.4% | -35.7% |
| 1Y | -31.0% | +18.2% | -49.2% | -40.6% |
| All | -31.0% | +18.6% | -49.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling