-43.8%
ACHR vs SGI
+56.1%
-99.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.7% | -4.5% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -12.1% | +5.5% | -17.7% | -14.9% |
| 3M | +3.4% | -3.6% | +7.0% | +4.9% |
| 6M | -15.6% | -15.0% | -0.6% | -8.4% |
| YTD | -26.9% | -23.0% | -3.8% | -16.1% |
| 1Y | -34.8% | -18.4% | -16.3% | -29.4% |
| 3Y | -19.2% | +57.8% | -77.0% | -44.1% |
| 5Y | -43.8% | +51.5% | -95.2% | -65.2% |
| All | -43.8% | +56.1% | -99.9% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling