-55.5%
ACHR vs M
+160.0%
-215.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -4.6% | +19.3% | +16.0% |
| 7D | +5.7% | -4.3% | +10.0% | +6.8% |
| 30D | -4.9% | +1.3% | -6.2% | -5.6% |
| 3M | -15.1% | -7.4% | -7.7% | -13.6% |
| 6M | -30.7% | +18.3% | -49.1% | -34.6% |
| YTD | -41.0% | +7.6% | -48.5% | -43.1% |
| 1Y | -50.0% | +17.4% | -67.4% | -53.2% |
| 3Y | -17.0% | +108.4% | -125.4% | -37.2% |
| 5Y | -29.4% | -10.6% | -18.8% | -39.9% |
| All | -55.5% | +160.0% | -215.5% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling