-98.1%
AMC vs IRM
+799.4%
-897.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -0.7% | -8.1% | +7.3% | +6.9% |
| 3M | +35.2% | -9.7% | +44.9% | +46.2% |
| 6M | +124.6% | +10.0% | +114.6% | +97.4% |
| YTD | +69.9% | +43.0% | +26.9% | +12.4% |
| 1Y | -2.6% | +32.7% | -35.3% | -32.2% |
| 3Y | -79.8% | +102.7% | -182.5% | -92.7% |
| 5Y | -99.4% | +187.6% | -287.0% | -99.9% |
| 10Y | -98.9% | +420.1% | -519.0% | -99.8% |
| All | -98.1% | +799.4% | -897.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling