-42.7%
ACHR vs CG
+80.6%
-123.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.3% |
| 7D | -0.7% | -4.3% | +3.6% | +2.5% |
| 30D | +9.8% | -5.1% | +14.9% | +14.4% |
| 3M | -10.5% | +8.7% | -19.2% | -16.0% |
| 6M | -15.5% | -9.2% | -6.3% | -10.2% |
| YTD | -24.1% | -18.9% | -5.2% | -12.7% |
| 1Y | -32.4% | -25.6% | -6.8% | -17.1% |
| 3Y | -11.6% | +57.3% | -68.9% | -35.6% |
| 5Y | -42.9% | +10.2% | -53.1% | -51.1% |
| All | -42.7% | +80.6% | -123.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling