-14.4%
ACHR vs ACM
-19.8%
+5.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.8% |
| 7D | +4.9% | -0.3% | +5.1% | +5.1% |
| 30D | +4.3% | -12.9% | +17.2% | +15.0% |
| 3M | +1.7% | -6.4% | +8.1% | +3.7% |
| 6M | -6.9% | -29.2% | +22.3% | +25.1% |
| YTD | -22.5% | -29.9% | +7.5% | +3.0% |
| 1Y | -31.5% | -47.3% | +15.8% | +25.6% |
| 3Y | -14.4% | -19.6% | +5.2% | -10.8% |
| All | -14.4% | -19.8% | +5.4% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling