-43.8%
ACHR vs EMR
+60.6%
-104.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -4.5% |
| 7D | -2.7% | +0.9% | -3.6% | -3.5% |
| 30D | -12.1% | -5.0% | -7.2% | -7.5% |
| 3M | +3.4% | +5.9% | -2.5% | -2.5% |
| 6M | -15.6% | +7.3% | -23.0% | -22.0% |
| YTD | -26.9% | +14.6% | -41.4% | -36.5% |
| 1Y | -34.8% | +15.6% | -50.4% | -43.6% |
| 3Y | -19.2% | +60.2% | -79.4% | -46.0% |
| 5Y | -43.8% | +65.8% | -109.6% | -65.8% |
| All | -43.8% | +60.6% | -104.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling