+124.5%
AMT vs IRM
+480.4%
-355.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.5% |
| 7D | +0.4% | -3.8% | +4.1% | +1.5% |
| 30D | +3.7% | -3.2% | +6.9% | +4.4% |
| 3M | +10.7% | -7.8% | +18.5% | +13.3% |
| 6M | +9.3% | -12.7% | +22.0% | +13.6% |
| YTD | +10.9% | +36.7% | -25.7% | -4.9% |
| 1Y | +10.5% | +10.0% | +0.5% | +3.3% |
| 3Y | +15.5% | +107.2% | -91.7% | -21.3% |
| 5Y | -20.6% | +181.6% | -202.1% | -53.2% |
| 10Y | +124.5% | +481.1% | -356.6% | -9.9% |
| All | +124.5% | +480.4% | -355.9% | -9.9% |
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