-57.7%
AMC vs IRM
+113.6%
-171.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -3.0% |
| 7D | +8.4% | +8.6% | -0.2% | +5.3% |
| 30D | +9.2% | 0.0% | +9.2% | +9.6% |
| 3M | +32.0% | -7.1% | +39.2% | +35.3% |
| 6M | +149.3% | -7.9% | +157.1% | +155.8% |
| YTD | +114.1% | +41.3% | +72.8% | +93.8% |
| 1Y | +35.8% | +20.7% | +15.0% | +27.9% |
| All | -57.7% | +113.6% | -171.3% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling