+188.9%
AMAT vs IRM
+34.4%
+154.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | -14.8% | -8.1% | -6.7% | -10.6% |
| 3M | -9.3% | -9.7% | +0.4% | -4.1% |
| 6M | +27.4% | +10.0% | +17.4% | +23.3% |
| YTD | +77.6% | +43.0% | +34.6% | +54.3% |
| 1Y | +188.9% | +32.7% | +156.3% | +160.1% |
| All | +188.9% | +34.4% | +154.5% | +160.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling