-45.3%
ACHR vs AG
+61.6%
-107.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +0.2% |
| 7D | -5.4% | -5.8% | +0.4% | -4.1% |
| 30D | -19.7% | +6.4% | -26.1% | -21.3% |
| 3M | +7.9% | +28.4% | -20.4% | +1.2% |
| 6M | -13.8% | -24.5% | +10.7% | -9.5% |
| YTD | -27.5% | +21.2% | -48.7% | -31.8% |
| 1Y | -33.9% | +114.1% | -148.0% | -45.2% |
| 3Y | -20.0% | +268.0% | -288.0% | -45.3% |
| 5Y | -44.0% | +67.3% | -111.3% | -57.7% |
| All | -45.3% | +61.6% | -107.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling