+7,765.4%
AMD vs IRM
+520.0%
+7,245.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.0% | -8.4% |
| 7D | +18.9% | +6.8% | +12.1% | +15.2% |
| 30D | -6.4% | +2.6% | -9.0% | -6.5% |
| 3M | +10.6% | -9.5% | +20.0% | +17.9% |
| 6M | +19.9% | -8.5% | +28.4% | +27.5% |
| YTD | +149.4% | +40.3% | +109.1% | +115.4% |
| 1Y | +115.4% | +28.7% | +86.7% | +93.8% |
| 3Y | +357.3% | +111.8% | +245.5% | +220.6% |
| 5Y | +261.1% | +189.1% | +72.0% | +122.3% |
| All | +7,765.4% | +520.0% | +7,245.4% | +3,652.5% |
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