+331.1%
AMD vs IRM
+103.0%
+228.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +3.7% |
| 7D | +2.6% | -0.5% | +3.0% | +2.8% |
| 30D | -0.9% | -8.1% | +7.1% | +4.4% |
| 3M | -8.7% | -9.7% | +0.9% | -2.7% |
| 6M | +136.3% | +10.0% | +126.3% | +124.6% |
| YTD | +123.0% | +43.0% | +80.0% | +81.0% |
| 1Y | +195.2% | +32.7% | +162.5% | +148.9% |
| All | +331.1% | +103.0% | +228.1% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling