+1,162.1%
AMAT vs IRM
+456.9%
+705.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.3% | +3.7% |
| 7D | -14.7% | -8.6% | -6.1% | -10.2% |
| 30D | -36.1% | -8.0% | -28.1% | -32.9% |
| 3M | -36.9% | -12.0% | -24.9% | -32.2% |
| 6M | -22.2% | -18.2% | -4.0% | -13.1% |
| YTD | +29.9% | +31.4% | -1.4% | +14.1% |
| 1Y | +43.3% | +9.2% | +34.1% | +37.4% |
| 3Y | +142.7% | +94.6% | +48.1% | +68.2% |
| 5Y | +126.2% | +170.2% | -43.9% | +31.2% |
| All | +1,162.1% | +456.9% | +705.2% | +382.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling