-59.6%
ACHR vs AME
+113.6%
-173.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.3% |
| 7D | -9.2% | +5.9% | -15.1% | -13.9% |
| 30D | -1.0% | -1.9% | +0.9% | +0.7% |
| 3M | -42.2% | -5.4% | -36.8% | -39.3% |
| 6M | -38.2% | +4.9% | -43.1% | -41.1% |
| YTD | -46.4% | +18.5% | -64.9% | -54.6% |
| 1Y | -49.4% | +25.5% | -74.8% | -59.3% |
| 3Y | -22.5% | +63.0% | -85.5% | -51.2% |
| 5Y | -29.8% | +78.3% | -108.1% | -60.6% |
| All | -59.6% | +113.6% | -173.2% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling