-45.3%
ACHR vs ACM
+36.8%
-82.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.4% |
| 7D | -5.4% | -5.9% | +0.5% | -1.0% |
| 30D | -19.7% | -6.2% | -13.5% | -16.1% |
| 3M | +7.9% | -7.9% | +15.8% | +11.3% |
| 6M | -13.8% | -30.6% | +16.8% | +11.3% |
| YTD | -27.5% | -33.3% | +5.8% | -4.4% |
| 1Y | -33.9% | -49.2% | +15.3% | +9.5% |
| 3Y | -20.0% | -23.5% | +3.5% | -2.2% |
| 5Y | -44.0% | +0.9% | -44.9% | -39.0% |
| All | -45.3% | +36.8% | -82.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling