-22.5%
ACHR vs ACGL
+33.8%
-56.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.3% | -6.9% |
| 7D | -9.2% | +2.2% | -11.4% | -8.9% |
| 30D | -1.0% | +12.3% | -13.3% | +0.8% |
| 3M | -42.2% | +11.8% | -54.0% | -41.1% |
| 6M | -38.2% | +17.5% | -55.6% | -36.6% |
| YTD | -46.4% | +14.3% | -60.7% | -45.1% |
| 1Y | -49.4% | +18.2% | -67.5% | -48.2% |
| 3Y | -22.5% | +33.2% | -55.7% | -13.3% |
| All | -22.5% | +33.8% | -56.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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