-98.9%
AMC vs IRM
+407.3%
-506.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.7% |
| 7D | -0.8% | +1.6% | -2.4% | -2.8% |
| 30D | -1.2% | -4.2% | +3.0% | +2.7% |
| 3M | +42.2% | -5.4% | +47.6% | +46.9% |
| 6M | +118.8% | +12.0% | +106.8% | +83.6% |
| YTD | +64.1% | +42.0% | +22.1% | +1.6% |
| 1Y | -9.5% | +29.9% | -39.4% | -39.7% |
| 3Y | -64.3% | +104.4% | -168.7% | -89.8% |
| 5Y | -99.5% | +191.0% | -290.5% | -99.9% |
| 10Y | -98.9% | +417.1% | -516.0% | -99.9% |
| All | -98.9% | +407.3% | -506.2% | -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