+3,845.4%
AMD vs IRM
+9,056.8%
-5,211.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.1% | -6.2% | -12.2% |
| 7D | -28.6% | -10.9% | -17.7% | -24.2% |
| 30D | -37.7% | -9.4% | -28.3% | -34.3% |
| 3M | -16.1% | -16.4% | +0.3% | -8.1% |
| 6M | +13.8% | -18.7% | +32.6% | +26.8% |
| YTD | +88.8% | +30.1% | +58.7% | +69.8% |
| 1Y | +57.8% | +8.5% | +49.2% | +53.4% |
| 3Y | +260.3% | +88.0% | +172.2% | +171.5% |
| 5Y | +196.6% | +167.6% | +29.0% | +91.8% |
| 10Y | +6,064.6% | +458.9% | +5,605.7% | +2,622.4% |
| All | +3,845.4% | +9,056.8% | -5,211.4% | +677.0% |
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