-33.9%
ACHR vs ALM
+279.2%
-313.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | +1.8% |
| 7D | -5.4% | -7.1% | +1.7% | -3.5% |
| 30D | -19.7% | +24.7% | -44.4% | -26.0% |
| 3M | +7.9% | +8.3% | -0.4% | +2.6% |
| 6M | -13.8% | -22.2% | +8.4% | -11.7% |
| YTD | -27.5% | +88.1% | -115.6% | -42.8% |
| 1Y | -33.9% | +272.4% | -306.3% | -57.0% |
| All | -33.9% | +279.2% | -313.1% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling