+142.4%
AMT vs IRM
+520.0%
-377.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.5% | +6.8% | -5.3% | -1.1% |
| 30D | +6.8% | +2.6% | +4.2% | +5.1% |
| 3M | +11.2% | -9.5% | +20.7% | +14.7% |
| 6M | +12.5% | -8.5% | +21.0% | +14.8% |
| YTD | +12.5% | +40.3% | -27.8% | -4.5% |
| 1Y | +10.1% | +28.7% | -18.6% | -3.3% |
| 3Y | +16.0% | +111.8% | -95.8% | -21.6% |
| 5Y | -17.2% | +189.1% | -206.3% | -51.6% |
| All | +142.4% | +520.0% | -377.5% | -3.2% |
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