-59.6%
ACHR vs M
+178.3%
-237.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.4% |
| 7D | -9.2% | +7.0% | -16.3% | -10.9% |
| 30D | -1.0% | +8.9% | -9.9% | -3.6% |
| 3M | -42.2% | +4.5% | -46.7% | -43.1% |
| 6M | -38.2% | +36.2% | -74.4% | -43.9% |
| YTD | -46.4% | +15.1% | -61.5% | -49.3% |
| 1Y | -49.4% | +27.4% | -76.8% | -53.7% |
| 3Y | -22.5% | +160.1% | -182.6% | -44.7% |
| 5Y | -29.8% | -1.6% | -28.2% | -41.4% |
| All | -59.6% | +178.3% | -237.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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