-44.8%
ACHR vs MKC
-38.3%
-6.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.6% |
| 7D | -2.7% | -4.3% | +1.7% | -2.2% |
| 30D | -12.1% | -3.1% | -9.0% | -11.8% |
| 3M | +3.4% | +6.8% | -3.4% | +2.4% |
| 6M | -15.6% | -18.3% | +2.7% | -13.1% |
| YTD | -26.9% | -23.1% | -3.8% | -24.2% |
| 1Y | -34.8% | -23.7% | -11.1% | -32.3% |
| 3Y | -19.2% | -31.0% | +11.8% | -16.1% |
| 5Y | -43.8% | -33.5% | -10.2% | -42.6% |
| All | -44.8% | -38.3% | -6.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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