+18.7%
IRM vs AMBA
-25.6%
+44.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | +2.6% | -8.1% | +10.7% | +3.3% |
| 30D | +5.6% | -10.8% | +16.4% | +6.6% |
| 3M | -4.7% | -25.9% | +21.2% | -2.6% |
| 6M | -6.1% | -13.9% | +7.8% | -7.8% |
| YTD | +46.3% | -14.0% | +60.3% | +38.6% |
| 1Y | +18.7% | -25.7% | +44.4% | +13.6% |
| All | +18.7% | -25.6% | +44.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling