+132.8%
AMAT vs IRM
+88.2%
+44.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.5% | -7.3% |
| 7D | -24.3% | -10.9% | -13.4% | -18.9% |
| 30D | -39.8% | -9.4% | -30.4% | -36.0% |
| 3M | -40.2% | -16.4% | -23.8% | -33.8% |
| 6M | -22.1% | -18.7% | -3.4% | -12.4% |
| YTD | +24.7% | +30.1% | -5.4% | +12.2% |
| 1Y | +33.3% | +8.5% | +24.7% | +29.9% |
| All | +132.8% | +88.2% | +44.6% | +60.7% |
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