-41.6%
ACHR vs ALM
+1,033.0%
-1,074.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.8% | -6.7% | +0.6% |
| 7D | +4.9% | +8.4% | -3.6% | +3.4% |
| 30D | +4.3% | +34.8% | -30.5% | -1.8% |
| 3M | +1.7% | +16.2% | -14.5% | -2.1% |
| 6M | -6.9% | +2.1% | -9.0% | -9.5% |
| YTD | -22.5% | +117.0% | -139.5% | -32.8% |
| 1Y | -31.5% | +313.9% | -345.3% | -45.9% |
| 3Y | -14.4% | +2,327.9% | -2,342.3% | -50.8% |
| 5Y | -41.6% | +1,040.6% | -1,082.3% | -63.8% |
| All | -41.6% | +1,033.0% | -1,074.7% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling