-51.8%
ACHR vs CI
+62.9%
-114.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.3% |
| 7D | +15.3% | +0.1% | +15.2% | +15.3% |
| 30D | -3.0% | +4.7% | -7.7% | -3.8% |
| 3M | -14.0% | +5.2% | -19.2% | -14.8% |
| 6M | -25.8% | +3.8% | -29.6% | -26.5% |
| YTD | -36.0% | +9.2% | -45.3% | -37.2% |
| 1Y | -41.2% | +14.3% | -55.5% | -42.7% |
| 3Y | -8.6% | +8.4% | -17.0% | -11.1% |
| 5Y | -20.6% | +50.0% | -70.7% | -28.4% |
| All | -51.8% | +62.9% | -114.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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