+4,559.2%
AMD vs IRM
+9,964.6%
-5,405.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.0% |
| 7D | +2.6% | -0.5% | +3.0% | +2.8% |
| 30D | -0.9% | -8.1% | +7.1% | +2.9% |
| 3M | -8.7% | -9.7% | +0.9% | -4.2% |
| 6M | +136.3% | +10.0% | +126.3% | +127.4% |
| YTD | +123.0% | +43.0% | +80.0% | +90.2% |
| 1Y | +195.2% | +32.7% | +162.5% | +159.5% |
| 3Y | +336.3% | +102.7% | +233.6% | +214.7% |
| 5Y | +334.5% | +187.6% | +146.9% | +168.2% |
| 10Y | +6,259.1% | +420.1% | +5,839.0% | +2,759.5% |
| All | +4,559.2% | +9,964.6% | -5,405.4% | +770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling