-42.7%
ACHR vs AME
+109.5%
-152.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -2.3% |
| 7D | -0.7% | +0.6% | -1.3% | -1.3% |
| 30D | +9.8% | -6.7% | +16.5% | +16.9% |
| 3M | -10.5% | +4.1% | -14.6% | -13.9% |
| 6M | -15.5% | +1.6% | -17.1% | -17.2% |
| YTD | -24.1% | +16.1% | -40.2% | -34.3% |
| 1Y | -32.4% | +27.3% | -59.8% | -46.5% |
| 3Y | -11.6% | +50.9% | -62.5% | -40.2% |
| 5Y | -42.9% | +81.4% | -124.3% | -67.7% |
| All | -42.7% | +109.5% | -152.2% | -69.4% |
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