-42.7%
ACHR vs SGI
+165.3%
-208.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -0.7% | +8.5% | -9.2% | -5.2% |
| 30D | +9.8% | +0.7% | +9.1% | +9.2% |
| 3M | -10.5% | +0.6% | -11.1% | -11.6% |
| 6M | -15.5% | -17.9% | +2.4% | -7.1% |
| YTD | -24.1% | -21.2% | -2.9% | -15.4% |
| 1Y | -32.4% | -18.9% | -13.6% | -27.0% |
| 3Y | -11.6% | +52.6% | -64.2% | -33.4% |
| 5Y | -42.9% | +60.7% | -103.6% | -64.5% |
| All | -42.7% | +165.3% | -208.1% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling