-45.3%
ACHR vs CG
+65.6%
-111.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | +0.8% |
| 7D | -5.4% | -9.8% | +4.4% | +1.9% |
| 30D | -19.7% | -10.3% | -9.4% | -12.8% |
| 3M | +7.9% | -1.7% | +9.6% | +9.1% |
| 6M | -13.8% | -9.8% | -4.0% | -8.0% |
| YTD | -27.5% | -25.6% | -1.9% | -11.3% |
| 1Y | -33.9% | -32.5% | -1.4% | -13.0% |
| 3Y | -20.0% | +45.6% | -65.6% | -38.3% |
| 5Y | -44.0% | +3.7% | -47.6% | -49.1% |
| All | -45.3% | +65.6% | -111.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling