+1,321.9%
AMAT vs IRM
+520.0%
+801.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +11.4% | +6.8% | +4.6% | +7.7% |
| 30D | -17.0% | +2.6% | -19.7% | -17.6% |
| 3M | -30.6% | -9.5% | -21.1% | -26.6% |
| 6M | -14.9% | -8.5% | -6.5% | -10.2% |
| YTD | +44.7% | +40.3% | +4.4% | +23.0% |
| 1Y | +66.9% | +28.7% | +38.2% | +47.7% |
| 3Y | +153.3% | +111.8% | +41.5% | +68.2% |
| 5Y | +146.2% | +189.1% | -42.9% | +38.2% |
| All | +1,321.9% | +520.0% | +801.9% | +412.5% |
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