-44.0%
ACHR vs MCO
+78.2%
-122.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.0% |
| 7D | -2.3% | -3.8% | +1.5% | +0.9% |
| 30D | -11.3% | -0.4% | -10.9% | -11.1% |
| 3M | +5.3% | +7.7% | -2.4% | -2.4% |
| 6M | -13.2% | +7.0% | -20.2% | -19.7% |
| YTD | -25.8% | -6.4% | -19.4% | -23.9% |
| 1Y | -34.3% | -7.6% | -26.6% | -32.5% |
| 3Y | -19.9% | +43.2% | -63.2% | -45.2% |
| 5Y | -42.7% | +29.6% | -72.2% | -61.5% |
| All | -44.0% | +78.2% | -122.2% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling