-42.7%
ACHR vs M
+157.5%
-200.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.6% |
| 7D | -0.7% | +4.7% | -5.4% | -2.0% |
| 30D | +9.8% | -9.6% | +19.5% | +13.1% |
| 3M | -10.5% | +0.9% | -11.4% | -11.0% |
| 6M | -15.5% | +22.3% | -37.8% | -20.8% |
| YTD | -24.1% | +6.5% | -30.6% | -26.3% |
| 1Y | -32.4% | +38.8% | -71.2% | -39.5% |
| 3Y | -11.6% | +115.9% | -127.5% | -33.4% |
| 5Y | -42.9% | +28.6% | -71.5% | -50.4% |
| All | -42.7% | +157.5% | -200.2% | -50.4% |
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