+25.5%
AME vs IRM
+20.8%
+4.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +5.9% | +6.8% | -0.9% | +3.5% |
| 30D | -1.9% | +2.6% | -4.5% | -2.6% |
| 3M | -5.4% | -9.5% | +4.1% | -2.8% |
| 6M | +4.9% | -8.5% | +13.4% | +7.2% |
| YTD | +18.5% | +40.3% | -21.8% | +10.9% |
| 1Y | +25.5% | +28.7% | -3.2% | +20.3% |
| All | +25.5% | +20.8% | +4.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling