-45.3%
ACHR vs IRM
+377.9%
-423.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.4% |
| 7D | -5.4% | -1.8% | -3.6% | -4.3% |
| 30D | -19.7% | -7.8% | -12.0% | -15.7% |
| 3M | +7.9% | -7.9% | +15.8% | +12.8% |
| 6M | -13.8% | +6.3% | -20.1% | -18.6% |
| YTD | -27.5% | +38.2% | -65.7% | -43.2% |
| 1Y | -33.9% | +19.8% | -53.8% | -42.8% |
| 3Y | -20.0% | +98.8% | -118.7% | -48.4% |
| 5Y | -44.0% | +191.8% | -235.8% | -68.8% |
| All | -45.3% | +377.9% | -423.2% | -69.2% |
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