+51.5%
ACHR vs MAGS
+184.9%
-133.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.6% |
| 7D | -9.2% | +1.7% | -10.9% | -10.8% |
| 30D | -1.0% | -5.8% | +4.8% | +6.2% |
| 3M | -42.2% | +0.2% | -42.4% | -42.2% |
| 6M | -38.2% | -2.7% | -35.5% | -35.6% |
| YTD | -46.4% | +4.1% | -50.5% | -48.1% |
| 1Y | -49.4% | +7.5% | -56.9% | -52.7% |
| 3Y | -22.5% | +122.0% | -144.5% | -63.3% |
| All | +51.5% | +184.9% | -133.4% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling