+165.0%
AMAT vs IRM
+104.5%
+60.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.1% | +7.3% | +9.0% |
| 7D | -1.1% | -3.8% | +2.7% | +1.7% |
| 30D | -26.9% | -3.2% | -23.7% | -25.0% |
| 3M | -31.2% | -7.8% | -23.4% | -27.6% |
| 6M | -14.7% | -12.7% | -2.0% | -7.6% |
| YTD | +44.7% | +36.7% | +8.0% | +26.8% |
| 1Y | +62.0% | +10.0% | +51.9% | +56.3% |
| 3Y | +165.0% | +107.2% | +57.7% | +72.5% |
| All | +165.0% | +104.5% | +60.5% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling