+182.4%
IRM vs AMBA
-69.1%
+251.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -5.1% | -2.7% | -2.4% | -4.6% |
| 30D | -3.3% | -10.5% | +7.2% | -1.7% |
| 3M | -8.2% | -26.4% | +18.3% | -4.2% |
| 6M | -12.8% | -20.9% | +8.1% | -12.3% |
| YTD | +36.6% | -14.8% | +51.4% | +34.5% |
| 1Y | +11.9% | -36.1% | +48.0% | +14.9% |
| 3Y | +105.1% | +20.2% | +84.9% | +81.6% |
| 5Y | +182.4% | -67.2% | +249.6% | +170.3% |
| All | +182.4% | -69.1% | +251.5% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling