-41.6%
ACHR vs AMT
-31.2%
-10.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.9% | -0.2% | +5.0% | +4.9% |
| 30D | +4.3% | +1.8% | +2.4% | +3.4% |
| 3M | +1.7% | -6.2% | +7.9% | +3.7% |
| 6M | -6.9% | -5.0% | -1.9% | -6.0% |
| YTD | -22.5% | +2.1% | -24.5% | -24.9% |
| 1Y | -31.5% | -5.7% | -25.7% | -31.2% |
| 3Y | -14.4% | +7.9% | -22.3% | -25.8% |
| 5Y | -41.6% | -32.3% | -9.3% | -38.2% |
| All | -41.6% | -31.2% | -10.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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