+255.2%
AG vs IRM
+1,003.9%
-748.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -10.0% | +6.8% | -16.7% | -12.3% |
| 30D | -10.5% | +2.6% | -13.1% | -11.5% |
| 3M | -27.3% | -9.5% | -17.8% | -24.5% |
| 6M | -43.0% | -8.5% | -34.5% | -40.9% |
| YTD | -17.9% | +40.3% | -58.2% | -28.3% |
| 1Y | +11.9% | +28.7% | -16.8% | +1.1% |
| 3Y | +201.8% | +111.8% | +90.0% | +123.5% |
| 5Y | -0.1% | +189.1% | -189.2% | -34.3% |
| 10Y | +72.7% | +519.8% | -447.1% | -18.7% |
| All | +255.2% | +1,003.9% | -748.8% | +8.8% |
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