-30.5%
ACHR vs CG
-23.0%
-7.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -8.0% | -7.7% |
| 7D | -9.2% | +0.2% | -9.4% | -9.1% |
| 30D | -1.0% | +11.2% | -12.2% | -9.0% |
| 3M | -42.2% | -22.1% | -20.1% | -29.9% |
| 6M | -38.2% | -17.9% | -20.3% | -28.6% |
| YTD | -46.4% | -31.3% | -15.1% | -29.6% |
| 1Y | -49.4% | -24.0% | -25.4% | -38.4% |
| 3Y | -22.5% | +45.0% | -67.5% | -42.5% |
| All | -30.5% | -23.0% | -7.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling