-98.7%
AMC vs IRM
+456.9%
-555.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +0.9% |
| 7D | +2.6% | -8.6% | +11.2% | +13.7% |
| 30D | +9.0% | -8.0% | +17.0% | +19.8% |
| 3M | +22.2% | -12.0% | +34.2% | +39.8% |
| 6M | +91.5% | -18.2% | +109.6% | +134.5% |
| YTD | +101.3% | +31.4% | +69.9% | +35.2% |
| 1Y | +20.8% | +9.2% | +11.6% | -0.1% |
| 3Y | -71.3% | +94.6% | -165.9% | -91.6% |
| 5Y | -99.2% | +170.2% | -269.4% | -99.9% |
| All | -98.7% | +456.9% | -555.7% | -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