+517.3%
IRM vs AMBA
-0.9%
+518.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +6.8% | +2.7% | +4.1% | +6.4% |
| 30D | +2.6% | -2.2% | +4.8% | +2.9% |
| 3M | -9.5% | -26.6% | +17.2% | -6.0% |
| 6M | -8.5% | -26.8% | +18.3% | -6.9% |
| YTD | +40.3% | -15.1% | +55.4% | +38.7% |
| 1Y | +28.7% | -32.3% | +60.9% | +30.8% |
| 3Y | +111.8% | +19.8% | +92.0% | +92.3% |
| 5Y | +189.1% | -69.2% | +258.3% | +191.3% |
| All | +517.3% | -0.9% | +518.2% | +385.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling