-10.4%
ACHR vs M
+123.1%
-133.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.8% |
| 7D | -0.7% | +4.7% | -5.4% | -2.3% |
| 30D | +9.8% | -9.6% | +19.5% | +13.6% |
| 3M | -10.5% | +0.9% | -11.4% | -11.1% |
| 6M | -15.5% | +22.3% | -37.8% | -21.8% |
| YTD | -24.1% | +6.5% | -30.6% | -26.7% |
| 1Y | -32.4% | +38.8% | -71.2% | -41.0% |
| All | -10.4% | +123.1% | -133.4% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling