+40.2%
AMC vs IRM
+19.5%
+20.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.6% |
| 7D | +17.7% | +2.6% | +15.1% | +16.5% |
| 30D | +26.2% | +5.6% | +20.5% | +23.4% |
| 3M | +31.3% | -4.7% | +36.1% | +33.4% |
| 6M | +142.8% | -6.1% | +148.9% | +148.4% |
| YTD | +125.6% | +46.3% | +79.3% | +89.6% |
| 1Y | +40.2% | +18.7% | +21.5% | +31.5% |
| All | +40.2% | +19.5% | +20.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling