-43.8%
ACHR vs AME
+83.9%
-127.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.0% | -5.0% |
| 7D | -2.7% | +1.3% | -4.0% | -3.9% |
| 30D | -12.1% | -6.6% | -5.6% | -6.1% |
| 3M | +3.4% | +3.0% | +0.4% | +0.2% |
| 6M | -15.6% | +5.3% | -20.9% | -20.7% |
| YTD | -26.9% | +15.4% | -42.3% | -37.3% |
| 1Y | -34.8% | +26.8% | -61.6% | -49.5% |
| 3Y | -19.2% | +56.5% | -75.8% | -50.3% |
| 5Y | -43.8% | +85.2% | -129.0% | -70.1% |
| All | -43.8% | +83.9% | -127.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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