-61.2%
ACHR vs MLM
+104.4%
-165.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.9% | -2.3% |
| 7D | -11.6% | -1.2% | -10.4% | -10.9% |
| 30D | -16.8% | +7.9% | -24.7% | -21.6% |
| 3M | -25.6% | -4.5% | -21.1% | -23.3% |
| 6M | -33.7% | -12.6% | -21.1% | -27.9% |
| YTD | -48.5% | -14.9% | -33.7% | -43.2% |
| 1Y | -59.6% | -13.1% | -46.5% | -56.0% |
| 3Y | -29.3% | +21.2% | -50.5% | -40.5% |
| 5Y | -38.5% | +32.0% | -70.5% | -53.6% |
| All | -61.2% | +104.4% | -165.6% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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