-99.9%
AMIX vs IRM
+78.9%
-178.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +11.4% | -5.1% | +16.5% | +13.0% |
| 30D | -40.5% | -3.3% | -37.3% | -40.0% |
| 3M | -80.1% | -8.2% | -71.9% | -79.7% |
| 6M | -74.8% | -12.8% | -62.1% | -74.2% |
| YTD | -84.0% | +36.6% | -120.6% | -85.7% |
| 1Y | -89.7% | +11.9% | -101.6% | -90.2% |
| All | -99.9% | +78.9% | -178.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling