-59.6%
ACHR vs ACM
+54.1%
-113.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.3% |
| 7D | -9.2% | +5.6% | -14.9% | -12.7% |
| 30D | -1.0% | +20.8% | -21.8% | -13.8% |
| 3M | -42.2% | +11.4% | -53.6% | -46.9% |
| 6M | -38.2% | +0.9% | -39.1% | -40.5% |
| YTD | -46.4% | -24.8% | -21.6% | -35.4% |
| 1Y | -49.4% | -46.4% | -2.9% | -18.9% |
| 3Y | -22.5% | -9.2% | -13.3% | -16.2% |
| 5Y | -29.8% | +5.0% | -34.8% | -29.7% |
| All | -59.6% | +54.1% | -113.7% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling