+8,773.5%
AMAT vs IRM
+9,056.8%
-283.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.1% | -2.5% | -9.5% |
| 7D | -24.3% | -10.9% | -13.4% | -20.8% |
| 30D | -39.8% | -9.4% | -30.4% | -37.3% |
| 3M | -40.2% | -16.4% | -23.8% | -35.9% |
| 6M | -22.1% | -18.7% | -3.4% | -15.4% |
| YTD | +24.7% | +30.1% | -5.4% | +14.2% |
| 1Y | +33.3% | +8.5% | +24.7% | +29.8% |
| 3Y | +133.9% | +88.0% | +45.8% | +85.5% |
| 5Y | +117.1% | +167.6% | -50.5% | +52.0% |
| 10Y | +1,158.7% | +458.9% | +699.8% | +573.4% |
| All | +8,773.5% | +9,056.8% | -283.3% | +2,432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling