+19.7%
AMC vs IRE
-97.7%
+117.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.8% | +17.6% | +3.1% |
| 7D | +5.5% | -41.9% | +47.4% | +8.8% |
| 30D | +16.1% | -75.1% | +91.2% | +26.8% |
| 3M | +43.0% | -82.4% | +125.4% | +58.5% |
| 6M | +130.7% | -95.5% | +226.2% | +169.0% |
| YTD | +121.8% | -93.1% | +214.9% | +141.7% |
| 1Y | +40.7% | -97.8% | +138.4% | +58.8% |
| All | +19.7% | -97.7% | +117.5% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling