+12,045.9%
AME vs IRM
+9,964.6%
+2,081.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -6.7% | -8.1% | +1.4% | -4.4% |
| 3M | +4.1% | -9.7% | +13.7% | +7.0% |
| 6M | +1.6% | +10.0% | -8.4% | -1.6% |
| YTD | +16.1% | +43.0% | -26.9% | +3.8% |
| 1Y | +27.3% | +32.7% | -5.3% | +15.8% |
| 3Y | +50.9% | +102.7% | -51.9% | +18.4% |
| 5Y | +81.4% | +187.6% | -106.2% | +26.7% |
| 10Y | +417.0% | +420.1% | -3.1% | +194.3% |
| All | +12,045.9% | +9,964.6% | +2,081.3% | +3,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling