+441.6%
AME vs IRM
+514.0%
-72.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +1.1% | -5.3% | +6.3% | +3.0% |
| 30D | -4.1% | -2.3% | -1.8% | -3.3% |
| 3M | -6.3% | -7.4% | +1.1% | -3.9% |
| 6M | +3.5% | -12.2% | +15.8% | +8.0% |
| YTD | +17.3% | +38.6% | -21.4% | +3.1% |
| 1Y | +22.0% | +14.9% | +7.1% | +14.6% |
| 3Y | +62.0% | +108.2% | -46.2% | +15.6% |
| 5Y | +78.5% | +183.8% | -105.4% | +9.7% |
| 10Y | +441.6% | +512.6% | -71.0% | +150.4% |
| All | +441.6% | +514.0% | -72.3% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling