-55.5%
ACHR vs AMC
-89.0%
+33.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.9% | +12.8% | +14.6% |
| 7D | +5.7% | +2.6% | +3.1% | +5.6% |
| 30D | -4.9% | +9.0% | -14.0% | -5.3% |
| 3M | -15.1% | +22.2% | -37.3% | -16.0% |
| 6M | -30.7% | +91.5% | -122.2% | -33.0% |
| YTD | -41.0% | +101.3% | -142.2% | -43.1% |
| 1Y | -50.0% | +20.8% | -70.8% | -50.9% |
| 3Y | -17.0% | -71.3% | +54.3% | -16.6% |
| 5Y | -29.4% | -99.2% | +69.8% | -27.8% |
| All | -55.5% | -89.0% | +33.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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