-14.4%
ACHR vs ADM
+18.5%
-32.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.9% | -0.1% | +4.9% | +4.9% |
| 30D | +4.3% | +11.0% | -6.7% | +1.3% |
| 3M | +1.7% | +6.0% | -4.3% | -0.3% |
| 6M | -6.9% | +26.9% | -33.8% | -13.3% |
| YTD | -22.5% | +50.0% | -72.5% | -31.2% |
| 1Y | -31.5% | +39.6% | -71.1% | -38.1% |
| 3Y | -14.4% | +18.5% | -32.9% | -11.7% |
| All | -14.4% | +18.5% | -32.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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