-99.8%
AMIX vs IRM
+87.3%
-187.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.3% |
| 7D | -13.7% | -0.5% | -13.3% | -13.6% |
| 30D | -62.1% | -8.1% | -54.0% | -61.3% |
| 3M | -46.2% | -9.7% | -36.5% | -45.3% |
| 6M | -46.4% | +10.0% | -56.4% | -48.5% |
| YTD | -60.3% | +43.0% | -103.3% | -65.1% |
| 1Y | -79.7% | +32.7% | -112.3% | -81.6% |
| All | -99.8% | +87.3% | -187.0% | -99.9% |
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