-19.9%
ACHR vs AMCR
+6.5%
-26.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.2% |
| 7D | -2.3% | -6.3% | +4.0% | +0.8% |
| 30D | -11.3% | -7.8% | -3.5% | -7.7% |
| 3M | +5.3% | +7.5% | -2.3% | +0.6% |
| 6M | -13.2% | +2.7% | -15.9% | -15.4% |
| YTD | -25.8% | +6.0% | -31.8% | -29.5% |
| 1Y | -34.3% | +7.8% | -42.1% | -38.6% |
| 3Y | -19.9% | +5.8% | -25.7% | -35.2% |
| All | -19.9% | +6.5% | -26.4% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling