-30.5%
ACHR vs ALM
+410.2%
-440.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.7% | -8.3% |
| 7D | -9.2% | +1.2% | -10.5% | -9.5% |
| 30D | -1.0% | -19.3% | +18.3% | +2.7% |
| 3M | -42.2% | -40.6% | -1.5% | -37.4% |
| 6M | -38.2% | -57.9% | +19.7% | -29.6% |
| YTD | -46.4% | -6.7% | -39.7% | -46.5% |
| 1Y | -49.4% | +20.2% | -69.5% | -51.5% |
| 3Y | -22.5% | +879.4% | -901.9% | -47.6% |
| All | -30.5% | +410.2% | -440.8% | -48.9% |
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 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