+6.6%
AMC vs IRE
-98.0%
+104.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -33.9% | +21.4% | -9.6% |
| 7D | 0.0% | -57.1% | +57.1% | +6.1% |
| 30D | +4.4% | -84.4% | +88.8% | +19.2% |
| 3M | +15.4% | -85.0% | +100.3% | +30.4% |
| 6M | +93.7% | -95.2% | +189.0% | +127.6% |
| YTD | +97.4% | -93.9% | +191.4% | +119.1% |
| 1Y | +23.2% | -98.8% | +122.0% | +44.0% |
| All | +6.6% | -98.0% | +104.6% | +21.6% |
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