-21.8%
ACHR vs MAGS
+126.1%
-147.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -5.4% | -1.8% | -3.6% | -3.5% |
| 30D | -19.7% | +1.1% | -20.8% | -20.5% |
| 3M | +7.9% | +7.7% | +0.2% | -0.6% |
| 6M | -13.8% | +11.7% | -25.5% | -22.7% |
| YTD | -27.5% | +4.9% | -32.4% | -30.6% |
| 1Y | -33.9% | +14.3% | -48.3% | -41.7% |
| All | -21.8% | +126.1% | -147.9% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling