+102.7%
AMCR vs IRM
+893.6%
-790.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.8% | +1.6% | -3.5% | -2.2% |
| 30D | -6.0% | -4.2% | -1.8% | -5.3% |
| 3M | +18.9% | -5.4% | +24.3% | +19.9% |
| 6M | +5.7% | +12.0% | -6.4% | +2.6% |
| YTD | +11.1% | +42.0% | -31.0% | +2.3% |
| 1Y | +14.4% | +29.9% | -15.4% | +7.0% |
| 3Y | +13.0% | +104.4% | -91.4% | -5.3% |
| 5Y | -7.5% | +191.0% | -198.6% | -28.3% |
| 10Y | +20.1% | +417.1% | -397.0% | -17.3% |
| All | +102.7% | +893.6% | -790.9% | +37.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling