+199.0%
AMD vs IRM
+168.2%
+30.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.1% | +10.4% |
| 7D | -11.0% | -8.6% | -2.4% | -4.4% |
| 30D | -30.5% | -8.0% | -22.5% | -25.4% |
| 3M | -8.2% | -12.0% | +3.8% | +1.5% |
| 6M | +6.6% | -18.2% | +24.7% | +23.8% |
| YTD | +109.7% | +31.4% | +78.3% | +79.0% |
| 1Y | +88.9% | +9.2% | +79.7% | +80.7% |
| 3Y | +301.8% | +94.6% | +207.2% | +142.2% |
| All | +199.0% | +168.2% | +30.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling