-44.8%
ACHR vs M
+140.3%
-185.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.2% | -1.5% | -4.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.5% |
| 30D | -12.1% | -13.6% | +1.5% | -8.3% |
| 3M | +3.4% | -2.3% | +5.7% | +3.7% |
| 6M | -15.6% | +21.9% | -37.6% | -20.8% |
| YTD | -26.9% | -0.6% | -26.3% | -27.6% |
| 1Y | -34.8% | +29.7% | -64.5% | -40.4% |
| 3Y | -19.2% | +107.3% | -126.5% | -38.4% |
| 5Y | -43.8% | +20.5% | -64.2% | -50.2% |
| All | -44.8% | +140.3% | -185.1% | -51.3% |
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