-45.3%
ACHR vs ALM
+1,313.5%
-1,358.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | +0.6% |
| 7D | -5.4% | -7.1% | +1.7% | -4.3% |
| 30D | -19.7% | +24.7% | -44.4% | -23.2% |
| 3M | +7.9% | +8.3% | -0.4% | +5.2% |
| 6M | -13.8% | -22.2% | +8.4% | -12.4% |
| YTD | -27.5% | +88.1% | -115.6% | -35.2% |
| 1Y | -33.9% | +272.4% | -306.3% | -46.2% |
| 3Y | -20.0% | +2,004.1% | -2,024.1% | -51.3% |
| 5Y | -44.0% | +915.8% | -959.8% | -63.8% |
| All | -45.3% | +1,313.5% | -1,358.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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