-42.7%
ACHR vs AMT
-6.0%
-36.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +9.8% | +4.6% | +5.2% | +7.8% |
| 3M | -10.5% | -8.4% | -2.1% | -7.9% |
| 6M | -15.5% | -6.0% | -9.5% | -14.4% |
| YTD | -24.1% | +2.1% | -26.2% | -26.4% |
| 1Y | -32.4% | -6.4% | -26.0% | -32.0% |
| 3Y | -11.6% | +8.1% | -19.7% | -22.5% |
| 5Y | -42.9% | -31.9% | -11.0% | -39.3% |
| All | -42.7% | -6.0% | -36.7% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling