-59.6%
ACHR vs SGI
+130.7%
-190.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.1% |
| 7D | -9.2% | -5.3% | -3.9% | -6.3% |
| 30D | -1.0% | -2.1% | +1.1% | -0.7% |
| 3M | -42.2% | -8.2% | -34.0% | -40.0% |
| 6M | -38.2% | -4.6% | -33.6% | -37.9% |
| YTD | -46.4% | -31.5% | -15.0% | -36.0% |
| 1Y | -49.4% | -30.8% | -18.5% | -40.1% |
| 3Y | -22.5% | +67.2% | -89.7% | -43.9% |
| 5Y | -29.8% | +42.5% | -72.3% | -53.4% |
| All | -59.6% | +130.7% | -190.3% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling