-14.7%
AMRZ vs IRM
+10.1%
-24.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +1.2% | -8.6% | +9.8% | +3.5% |
| 30D | +15.1% | -8.0% | +23.0% | +17.4% |
| 3M | -18.1% | -12.0% | -6.1% | -15.6% |
| 6M | -23.5% | -18.2% | -5.3% | -20.0% |
| YTD | -21.6% | +31.4% | -53.0% | -27.4% |
| 1Y | -14.7% | +9.2% | -23.9% | -18.4% |
| All | -14.7% | +10.1% | -24.8% | -18.4% |
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 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