+1,311.4%
AMT vs IRM
+4,754.9%
-3,443.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.7% |
| 7D | -0.2% | -0.5% | +0.2% | 0.0% |
| 30D | +4.6% | -8.1% | +12.7% | +7.8% |
| 3M | -8.4% | -9.7% | +1.2% | -5.4% |
| 6M | -6.0% | +10.0% | -16.0% | -10.7% |
| YTD | +2.1% | +43.0% | -40.9% | -12.7% |
| 1Y | -6.4% | +32.7% | -39.1% | -18.2% |
| 3Y | +8.1% | +102.7% | -94.7% | -22.3% |
| 5Y | -31.9% | +187.6% | -219.5% | -57.9% |
| 10Y | +97.1% | +420.1% | -323.0% | -8.3% |
| All | +1,311.4% | +4,754.9% | -3,443.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling