+428.5%
AME vs IRM
+418.7%
+9.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.3% | +3.0% | -1.7% | +0.3% |
| 30D | -6.6% | -5.2% | -1.4% | -4.9% |
| 3M | +3.0% | -8.0% | +11.0% | +5.7% |
| 6M | +5.3% | +9.2% | -3.9% | +1.5% |
| YTD | +15.4% | +41.0% | -25.6% | +1.2% |
| 1Y | +26.8% | +23.3% | +3.6% | +16.0% |
| 3Y | +56.5% | +102.8% | -46.3% | +13.7% |
| 5Y | +85.2% | +192.8% | -107.5% | +13.7% |
| 10Y | +428.5% | +439.6% | -11.1% | +146.8% |
| All | +428.5% | +418.7% | +9.8% | +146.8% |
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