+133.7%
AS vs IRM
+70.5%
+63.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.8% | +1.4% |
| 7D | +7.1% | -10.9% | +18.0% | +11.0% |
| 30D | +12.8% | -9.4% | +22.3% | +16.2% |
| 3M | -14.7% | -16.4% | +1.6% | -10.1% |
| 6M | -9.9% | -18.7% | +8.8% | -4.4% |
| YTD | -16.1% | +30.1% | -46.2% | -25.3% |
| 1Y | +0.2% | +8.5% | -8.4% | -5.0% |
| All | +133.7% | +70.5% | +63.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling