-20.6%
ACHR vs ACM
+3.6%
-24.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +3.9% |
| 7D | +15.3% | +6.9% | +8.5% | +9.2% |
| 30D | -3.0% | +19.1% | -22.1% | -16.3% |
| 3M | -14.0% | -6.9% | -7.0% | -10.2% |
| 6M | -25.8% | -12.0% | -13.7% | -19.9% |
| YTD | -36.0% | -25.1% | -10.9% | -20.3% |
| 1Y | -41.2% | -45.4% | +4.2% | +1.3% |
| 3Y | -8.6% | -6.9% | -1.6% | -7.3% |
| 5Y | -20.6% | +3.7% | -24.4% | -25.5% |
| All | -20.6% | +3.6% | -24.2% | -25.5% |
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