+114.7%
ACHR vs MAGS
+188.2%
-73.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -1.3% |
| 30D | +9.8% | +1.5% | +8.3% | +8.2% |
| 3M | -10.5% | +0.5% | -11.0% | -10.2% |
| 6M | -15.5% | +11.6% | -27.1% | -24.3% |
| YTD | -24.1% | +5.3% | -29.3% | -27.6% |
| 1Y | -32.4% | +14.9% | -47.3% | -40.9% |
| 3Y | -11.6% | +128.9% | -140.5% | -59.3% |
| All | +114.7% | +188.2% | -73.5% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling