-98.7%
AMC vs IRM
+481.3%
-580.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +5.5% | -5.1% | +10.6% | +12.3% |
| 30D | +16.1% | -3.3% | +19.4% | +20.9% |
| 3M | +43.0% | -8.2% | +51.1% | +56.3% |
| 6M | +130.7% | -12.8% | +143.4% | +163.0% |
| YTD | +121.8% | +36.6% | +85.2% | +42.5% |
| 1Y | +40.7% | +11.9% | +28.8% | +14.0% |
| 3Y | -56.8% | +105.1% | -161.9% | -88.3% |
| 5Y | -99.1% | +182.4% | -281.5% | -99.9% |
| 10Y | -98.7% | +505.1% | -603.8% | -99.9% |
| All | -98.7% | +481.3% | -580.0% | -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