+26.8%
AME vs IRM
+29.2%
-2.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.3% | +3.0% | -1.7% | +0.6% |
| 30D | -6.6% | -5.2% | -1.4% | -5.3% |
| 3M | +3.0% | -8.0% | +11.0% | +5.0% |
| 6M | +5.3% | +9.2% | -3.9% | +3.7% |
| YTD | +15.4% | +41.0% | -25.6% | +8.8% |
| 1Y | +26.8% | +23.3% | +3.6% | +21.9% |
| All | +26.8% | +29.2% | -2.4% | +21.9% |
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