-99.9%
AMIX vs IRM
+72.0%
-171.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -16.0% | -8.6% | -7.4% | -14.0% |
| 30D | -55.4% | -8.0% | -47.5% | -54.4% |
| 3M | -87.5% | -12.0% | -75.5% | -87.1% |
| 6M | -81.2% | -18.2% | -63.0% | -80.4% |
| YTD | -86.8% | +31.4% | -118.2% | -88.2% |
| 1Y | -91.6% | +9.2% | -100.7% | -91.9% |
| All | -99.9% | +72.0% | -171.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling