-37.2%
TRMB vs AMP
+122.1%
-159.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +2.3% | -1.3% | +3.6% | +3.2% |
| 3M | +15.3% | +24.2% | -8.9% | -1.3% |
| 6M | -14.7% | +24.6% | -39.3% | -27.4% |
| YTD | -26.4% | +14.8% | -41.2% | -34.3% |
| 1Y | -30.4% | +12.8% | -43.2% | -37.2% |
| 3Y | +13.5% | +69.0% | -55.4% | -24.0% |
| All | -37.2% | +122.1% | -159.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling