-92.4%
AMIX vs IRM
+16.9%
-109.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.9% | -10.4% | -8.7% |
| 7D | -10.9% | +8.6% | -19.5% | -11.9% |
| 30D | -55.0% | 0.0% | -55.0% | -54.9% |
| 3M | -82.0% | -7.1% | -74.9% | -81.9% |
| 6M | -80.4% | -7.9% | -72.6% | -80.3% |
| YTD | -88.3% | +41.3% | -129.6% | -87.8% |
| 1Y | -92.4% | +20.7% | -113.1% | -92.8% |
| All | -92.4% | +16.9% | -109.3% | -92.8% |
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