-42.7%
ACHR vs ACM
+44.8%
-87.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.7% | -3.7% | +3.0% | +2.1% |
| 30D | +9.8% | -11.1% | +20.9% | +18.0% |
| 3M | -10.5% | -8.0% | -2.5% | -7.1% |
| 6M | -15.5% | -29.7% | +14.1% | +8.4% |
| YTD | -24.1% | -29.4% | +5.3% | -4.1% |
| 1Y | -32.4% | -46.4% | +14.0% | +7.7% |
| 3Y | -11.6% | -22.3% | +10.7% | +6.4% |
| 5Y | -42.9% | +4.5% | -47.4% | -40.3% |
| All | -42.7% | +44.8% | -87.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling