+12,090.2%
AME vs IRM
+9,521.2%
+2,569.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.0% |
| 7D | -1.5% | -3.8% | +2.2% | -0.5% |
| 30D | -4.2% | -3.2% | -1.0% | -3.3% |
| 3M | -5.9% | -7.8% | +1.8% | -3.8% |
| 6M | +2.8% | -12.7% | +15.5% | +6.7% |
| YTD | +16.6% | +36.7% | -20.1% | +5.5% |
| 1Y | +22.1% | +10.0% | +12.1% | +17.5% |
| 3Y | +64.7% | +107.2% | -42.6% | +28.4% |
| 5Y | +76.6% | +181.6% | -105.0% | +24.1% |
| 10Y | +443.9% | +481.1% | -37.3% | +201.3% |
| All | +12,090.2% | +9,521.2% | +2,569.0% | +3,901.5% |
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