+167.6%
AMAT vs IRM
+186.8%
-19.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.2% |
| 7D | +7.0% | -5.3% | +12.2% | +10.9% |
| 30D | -20.6% | -2.3% | -18.3% | -18.9% |
| 3M | -24.8% | -7.4% | -17.3% | -20.9% |
| 6M | -10.7% | -12.2% | +1.5% | -3.3% |
| YTD | +54.3% | +38.6% | +15.6% | +30.9% |
| 1Y | +73.7% | +14.9% | +58.8% | +62.2% |
| 3Y | +168.4% | +108.2% | +60.2% | +68.5% |
| 5Y | +167.6% | +183.8% | -16.3% | +35.0% |
| All | +167.6% | +186.8% | -19.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling