+17.6%
AMC vs IRE
-97.3%
+115.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.5% | +10.8% | +8.5% |
| 7D | +6.6% | -15.5% | +22.1% | +6.6% |
| 30D | +14.1% | -70.4% | +84.5% | +23.0% |
| 3M | +31.3% | -81.6% | +112.9% | +45.2% |
| 6M | +126.7% | -94.7% | +221.4% | +160.9% |
| YTD | +117.9% | -91.8% | +209.7% | +134.4% |
| 1Y | +41.1% | -97.6% | +138.6% | +57.7% |
| All | +17.6% | -97.3% | +115.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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