+449.9%
IRM vs AMBA
-0.9%
+450.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.2% | +0.1% |
| 7D | -8.6% | -7.2% | -1.4% | -7.6% |
| 30D | -8.0% | -10.4% | +2.4% | -6.6% |
| 3M | -12.0% | -30.1% | +18.1% | -8.0% |
| 6M | -18.2% | -22.4% | +4.3% | -17.5% |
| YTD | +31.4% | -17.3% | +48.7% | +30.4% |
| 1Y | +9.2% | -35.4% | +44.6% | +11.7% |
| 3Y | +94.6% | +18.6% | +76.0% | +76.9% |
| 5Y | +170.2% | -69.8% | +240.0% | +172.7% |
| All | +449.9% | -0.9% | +450.8% | +335.0% |
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