-99.0%
AMC vs IRM
+418.7%
-517.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.1% |
| 7D | -6.8% | +3.0% | -9.8% | -10.0% |
| 30D | +1.7% | -5.2% | +6.9% | +6.9% |
| 3M | +26.8% | -8.0% | +34.8% | +35.2% |
| 6M | +117.7% | +9.2% | +108.5% | +88.3% |
| YTD | +57.7% | +41.0% | +16.7% | -1.6% |
| 1Y | -12.5% | +23.3% | -35.7% | -37.7% |
| 3Y | -65.7% | +102.8% | -168.6% | -90.2% |
| 5Y | -99.5% | +192.8% | -292.3% | -99.9% |
| 10Y | -99.0% | +439.6% | -538.6% | -99.9% |
| All | -99.0% | +418.7% | -517.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling