-42.7%
ACHR vs ADM
+101.3%
-144.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | +3.8% | -4.5% | -1.5% |
| 30D | +9.8% | +9.8% | +0.1% | +7.5% |
| 3M | -10.5% | +2.1% | -12.6% | -11.1% |
| 6M | -15.5% | +27.5% | -43.0% | -20.2% |
| YTD | -24.1% | +50.2% | -74.3% | -30.8% |
| 1Y | -32.4% | +40.6% | -73.0% | -37.6% |
| 3Y | -11.6% | +17.2% | -28.8% | -17.4% |
| 5Y | -42.9% | +61.9% | -104.8% | -50.2% |
| All | -42.7% | +101.3% | -144.0% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling