+103.8%
IRM vs AMBA
-1.0%
+104.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.5% | -11.0% | +10.5% | +1.1% |
| 30D | -8.1% | -23.2% | +15.1% | -4.7% |
| 3M | -9.7% | -12.7% | +3.0% | -9.6% |
| 6M | +10.0% | +11.2% | -1.2% | +3.9% |
| YTD | +43.0% | -11.2% | +54.2% | +39.5% |
| 1Y | +32.7% | -22.5% | +55.2% | +31.3% |
| All | +103.8% | -1.0% | +104.7% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling