-44.0%
ACHR vs AMCR
-3.0%
-41.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.1% |
| 7D | -2.3% | -6.3% | +4.0% | +0.7% |
| 30D | -11.3% | -7.8% | -3.5% | -7.9% |
| 3M | +5.3% | +7.5% | -2.3% | +0.9% |
| 6M | -13.2% | +2.7% | -15.9% | -15.2% |
| YTD | -25.8% | +6.0% | -31.8% | -29.1% |
| 1Y | -34.3% | +7.8% | -42.1% | -38.1% |
| 3Y | -19.9% | +5.8% | -25.7% | -25.5% |
| 5Y | -42.7% | -11.6% | -31.0% | -42.0% |
| All | -44.0% | -3.0% | -41.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling