-43.1%
ACHR vs MCO
+26.6%
-69.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.5% |
| 7D | -5.4% | -7.3% | +1.9% | +1.2% |
| 30D | -19.7% | -1.7% | -18.0% | -18.6% |
| 3M | +7.9% | +3.9% | +4.0% | +2.7% |
| 6M | -13.8% | +3.8% | -17.6% | -18.5% |
| YTD | -27.5% | -7.9% | -19.6% | -24.6% |
| 1Y | -33.9% | -6.8% | -27.1% | -33.0% |
| 3Y | -20.0% | +40.9% | -60.9% | -47.0% |
| All | -43.1% | +26.6% | -69.6% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling