+14.6%
AMCR vs IRM
+440.8%
-426.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -6.3% | -1.4% | -4.8% | -5.9% |
| 30D | -7.8% | -7.4% | -0.4% | -6.0% |
| 3M | +7.5% | -7.4% | +14.9% | +9.3% |
| 6M | +2.7% | +8.7% | -6.0% | -0.6% |
| YTD | +6.0% | +40.9% | -34.9% | -5.2% |
| 1Y | +7.8% | +20.5% | -12.7% | +0.4% |
| 3Y | +5.8% | +101.7% | -95.9% | -17.9% |
| 5Y | -11.6% | +197.7% | -209.3% | -39.9% |
| All | +14.6% | +440.8% | -426.2% | -35.9% |
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