+109.8%
ACHR vs MAGS
+190.0%
-80.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.2% |
| 7D | -2.3% | +0.6% | -2.9% | -3.0% |
| 30D | -11.3% | +3.2% | -14.5% | -14.3% |
| 3M | +5.3% | +7.7% | -2.4% | -3.1% |
| 6M | -13.2% | +12.5% | -25.7% | -23.0% |
| YTD | -25.8% | +6.0% | -31.8% | -29.8% |
| 1Y | -34.3% | +14.4% | -48.7% | -42.3% |
| 3Y | -19.9% | +127.5% | -147.5% | -62.8% |
| All | +109.8% | +190.0% | -80.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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