+8,077.9%
AMD vs IRM
+481.3%
+7,596.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.0% | +10.7% | +12.6% |
| 7D | +6.5% | -5.1% | +11.5% | +10.4% |
| 30D | -15.3% | -3.3% | -12.0% | -12.7% |
| 3M | +9.7% | -8.2% | +17.9% | +16.2% |
| 6M | +13.2% | -12.8% | +25.9% | +23.2% |
| YTD | +140.6% | +36.6% | +104.0% | +110.5% |
| 1Y | +111.2% | +11.9% | +99.3% | +102.8% |
| 3Y | +334.4% | +105.1% | +229.3% | +209.4% |
| 5Y | +268.3% | +182.4% | +86.0% | +129.5% |
| 10Y | +8,077.9% | +505.1% | +7,572.8% | +3,872.5% |
| All | +8,077.9% | +481.3% | +7,596.6% | +3,872.5% |
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