+116.7%
TRMB vs AMP
+589.3%
-472.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +2.3% | -1.3% | +3.6% | +3.1% |
| 3M | +15.3% | +24.2% | -8.9% | +1.8% |
| 6M | -14.7% | +24.6% | -39.3% | -25.0% |
| YTD | -26.4% | +14.8% | -41.2% | -32.7% |
| 1Y | -30.4% | +12.8% | -43.2% | -35.7% |
| 3Y | +13.5% | +69.0% | -55.4% | -16.1% |
| 5Y | -38.6% | +124.9% | -163.4% | -61.2% |
| All | +116.7% | +589.3% | -472.6% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling