-42.7%
ACHR vs ACGL
+185.3%
-228.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -0.7% | -0.7% | +0.1% | -0.6% |
| 30D | +9.8% | -1.0% | +10.8% | +9.9% |
| 3M | -10.5% | +11.0% | -21.5% | -11.9% |
| 6M | -15.5% | -0.3% | -15.2% | -15.6% |
| YTD | -24.1% | +2.3% | -26.3% | -24.6% |
| 1Y | -32.4% | +6.4% | -38.8% | -33.5% |
| 3Y | -11.6% | +34.0% | -45.6% | -18.9% |
| 5Y | -42.9% | +161.6% | -204.5% | -55.8% |
| All | -42.7% | +185.3% | -228.0% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling