-59.6%
ACHR vs IRM
+385.3%
-444.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.4% |
| 7D | -9.2% | +6.8% | -16.0% | -13.1% |
| 30D | -1.0% | +2.6% | -3.6% | -2.9% |
| 3M | -42.2% | -9.5% | -32.7% | -38.7% |
| 6M | -38.2% | -8.5% | -29.7% | -35.2% |
| YTD | -46.4% | +40.3% | -86.7% | -58.6% |
| 1Y | -49.4% | +28.7% | -78.1% | -58.4% |
| 3Y | -22.5% | +111.8% | -134.3% | -52.1% |
| 5Y | -29.8% | +189.1% | -218.9% | -61.5% |
| All | -59.6% | +385.3% | -444.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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