+127.2%
AA vs IRM
+9,964.6%
-9,837.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +5.0% | -8.1% | +13.1% | +8.5% |
| 3M | -35.8% | -9.7% | -26.2% | -33.2% |
| 6M | -18.4% | +10.0% | -28.4% | -22.3% |
| YTD | -5.5% | +43.0% | -48.5% | -20.3% |
| 1Y | +61.0% | +32.7% | +28.3% | +39.7% |
| 3Y | +66.2% | +102.7% | -36.5% | +18.7% |
| 5Y | +11.4% | +187.6% | -176.2% | -31.4% |
| 10Y | +116.9% | +420.1% | -303.2% | +3.0% |
| All | +127.2% | +9,964.6% | -9,837.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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