-30.5%
ACHR vs AME
+77.7%
-108.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.4% |
| 7D | -9.2% | +5.9% | -15.1% | -14.3% |
| 30D | -1.0% | -1.9% | +0.9% | +0.8% |
| 3M | -42.2% | -5.4% | -36.8% | -39.1% |
| 6M | -38.2% | +4.9% | -43.1% | -41.5% |
| YTD | -46.4% | +18.5% | -64.9% | -55.5% |
| 1Y | -49.4% | +25.5% | -74.8% | -60.4% |
| 3Y | -22.5% | +63.0% | -85.5% | -54.7% |
| All | -30.5% | +77.7% | -108.2% | -63.1% |
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