+120.4%
AS vs IRM
+87.5%
+32.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -19.6% | -8.1% | -11.5% | -17.5% |
| 3M | -14.4% | -9.7% | -4.7% | -11.9% |
| 6M | -20.1% | +10.0% | -30.1% | -23.7% |
| YTD | -20.9% | +43.0% | -63.9% | -31.5% |
| 1Y | -21.9% | +32.7% | -54.5% | -31.2% |
| All | +120.4% | +87.5% | +32.9% | +64.2% |
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 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