-27.7%
ACHR vs M
-11.5%
-16.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -4.6% | +19.3% | +16.5% |
| 7D | +5.7% | -4.3% | +10.0% | +7.1% |
| 30D | -4.9% | +1.3% | -6.2% | -5.8% |
| 3M | -15.1% | -7.4% | -7.7% | -13.2% |
| 6M | -30.7% | +18.3% | -49.1% | -36.0% |
| YTD | -41.0% | +7.6% | -48.5% | -43.9% |
| 1Y | -50.0% | +17.4% | -67.4% | -54.3% |
| 3Y | -17.0% | +108.4% | -125.4% | -45.3% |
| All | -27.7% | -11.5% | -16.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling