+85.5%
AME vs IRM
+186.9%
-101.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | -8.6% | -7.8% | -0.9% | -6.4% |
| 3M | +5.8% | -7.9% | +13.6% | +8.1% |
| 6M | +3.8% | +6.3% | -2.5% | +1.6% |
| YTD | +14.4% | +38.2% | -23.7% | +3.2% |
| 1Y | +25.8% | +19.8% | +5.9% | +17.9% |
| 3Y | +55.2% | +98.8% | -43.6% | +15.4% |
| 5Y | +85.5% | +191.8% | -106.2% | +14.7% |
| All | +85.5% | +186.9% | -101.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling