+546.6%
TRMB vs AMP
+1,967.6%
-1,421.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | +2.8% | +3.9% | -1.1% | +0.9% |
| 30D | -5.9% | +5.1% | -11.0% | -8.6% |
| 3M | -3.3% | -8.7% | +5.4% | +0.1% |
| 6M | +1.3% | +11.4% | -10.1% | -4.7% |
| YTD | -29.0% | +7.3% | -36.3% | -32.4% |
| 1Y | -27.8% | +14.6% | -42.3% | -33.4% |
| 3Y | +36.3% | +61.2% | -24.9% | +7.5% |
| 5Y | -35.8% | +81.0% | -116.9% | -52.2% |
| 10Y | +103.1% | +468.0% | -364.9% | -14.1% |
| All | +546.6% | +1,967.6% | -1,421.0% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling