+95.0%
AMT vs IRM
+407.3%
-312.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.8% |
| 30D | +1.8% | -4.2% | +6.0% | +3.4% |
| 3M | -6.2% | -5.4% | -0.8% | -4.8% |
| 6M | -5.0% | +12.0% | -17.0% | -10.7% |
| YTD | +2.1% | +42.0% | -40.0% | -13.4% |
| 1Y | -5.7% | +29.9% | -35.6% | -17.6% |
| 3Y | +7.9% | +104.4% | -96.4% | -25.6% |
| 5Y | -32.3% | +191.0% | -223.3% | -60.7% |
| 10Y | +95.0% | +417.1% | -322.1% | -15.9% |
| All | +95.0% | +407.3% | -312.3% | -15.9% |
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 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