-21.8%
ACHR vs MCO
+40.3%
-62.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.3% |
| 7D | -5.4% | -7.3% | +1.9% | +0.2% |
| 30D | -19.7% | -1.7% | -18.0% | -18.8% |
| 3M | +7.9% | +3.9% | +4.0% | +3.3% |
| 6M | -13.8% | +3.8% | -17.6% | -17.9% |
| YTD | -27.5% | -7.9% | -19.6% | -24.4% |
| 1Y | -33.9% | -6.8% | -27.1% | -32.8% |
| All | -21.8% | +40.3% | -62.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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