+11.9%
TRMB vs AMP
+65.4%
-53.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -5.4% | -2.0% | -3.4% | -4.1% |
| 30D | -2.0% | -1.7% | -0.3% | -0.9% |
| 3M | +12.3% | +23.2% | -10.9% | -2.8% |
| 6M | -17.6% | +22.2% | -39.8% | -28.6% |
| YTD | -27.5% | +14.0% | -41.4% | -34.7% |
| 1Y | -29.1% | +14.0% | -43.1% | -36.3% |
| All | +11.9% | +65.4% | -53.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling