-41.6%
ACHR vs ACM
+4.8%
-46.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 6M | -6.9% | -29.2% | +22.3% | +22.5% |
| YTD | -22.5% | -29.9% | +7.5% | +1.4% |
| 1Y | -31.5% | -47.3% | +15.8% | +18.3% |
| 3Y | -14.4% | -19.6% | +5.2% | -0.1% |
| 5Y | -41.6% | +5.5% | -47.2% | -43.1% |
| All | -41.6% | +4.8% | -46.4% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling