-22.5%
ACHR vs SGI
+67.2%
-89.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.1% |
| 7D | -9.2% | -5.3% | -3.9% | -5.9% |
| 30D | -1.0% | -2.1% | +1.1% | -0.9% |
| 3M | -42.2% | -8.2% | -34.0% | -39.7% |
| 6M | -38.2% | -4.6% | -33.6% | -38.3% |
| YTD | -46.4% | -31.5% | -15.0% | -33.8% |
| 1Y | -49.4% | -30.8% | -18.5% | -38.3% |
| 3Y | -22.5% | +67.2% | -89.7% | -65.0% |
| All | -22.5% | +67.2% | -89.7% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling