+268.3%
AMD vs IRM
+181.9%
+86.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.0% | +10.7% | +11.9% |
| 7D | +6.5% | -5.1% | +11.5% | +11.6% |
| 30D | -15.3% | -3.3% | -12.0% | -12.0% |
| 3M | +9.7% | -8.2% | +17.9% | +18.1% |
| 6M | +13.2% | -12.8% | +25.9% | +26.1% |
| YTD | +140.6% | +36.6% | +104.0% | +100.4% |
| 1Y | +111.2% | +11.9% | +99.3% | +99.2% |
| 3Y | +334.4% | +105.1% | +229.3% | +153.2% |
| 5Y | +268.3% | +182.4% | +86.0% | +66.3% |
| All | +268.3% | +181.9% | +86.5% | +66.3% |
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