-44.0%
ACHR vs EMR
+110.5%
-154.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.1% |
| 7D | -2.3% | -0.4% | -1.9% | -1.9% |
| 30D | -11.3% | -6.8% | -4.5% | -5.5% |
| 3M | +5.3% | +7.5% | -2.2% | -1.6% |
| 6M | -13.2% | +9.9% | -23.1% | -20.8% |
| YTD | -25.8% | +16.0% | -41.8% | -35.3% |
| 1Y | -34.3% | +12.4% | -46.7% | -40.9% |
| 3Y | -19.9% | +60.2% | -80.2% | -43.9% |
| 5Y | -42.7% | +67.9% | -110.5% | -63.3% |
| All | -44.0% | +110.5% | -154.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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