-42.7%
ACHR vs ALM
+1,398.8%
-1,441.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | +9.8% | +32.0% | -22.2% | +4.1% |
| 3M | -10.5% | -15.0% | +4.5% | -9.3% |
| 6M | -15.5% | -10.1% | -5.4% | -16.0% |
| YTD | -24.1% | +99.4% | -123.5% | -32.7% |
| 1Y | -32.4% | +316.4% | -348.8% | -45.8% |
| 3Y | -11.6% | +2,022.0% | -2,033.6% | -46.3% |
| 5Y | -42.9% | +941.2% | -984.1% | -63.3% |
| All | -42.7% | +1,398.8% | -1,441.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling