-18.1%
AMRZ vs IRM
+14.1%
-32.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.2% | -5.1% | +5.3% | +1.4% |
| 30D | +16.2% | -3.3% | +19.4% | +17.0% |
| 3M | -8.9% | -8.2% | -0.8% | -7.3% |
| 6M | -20.1% | -12.8% | -7.4% | -17.9% |
| YTD | -21.3% | +36.6% | -57.9% | -27.0% |
| 1Y | -12.6% | +11.9% | -24.5% | -16.7% |
| All | -18.1% | +14.1% | -32.2% | -19.4% |
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