-45.3%
ACHR vs SPG
+215.9%
-261.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -2.2% | -3.2% | -4.0% |
| 30D | -19.7% | -5.8% | -14.0% | -16.7% |
| 3M | +7.9% | -2.8% | +10.7% | +8.5% |
| 6M | -13.8% | +8.9% | -22.7% | -20.2% |
| YTD | -27.5% | +14.3% | -41.8% | -35.4% |
| 1Y | -33.9% | +19.5% | -53.4% | -43.4% |
| 3Y | -20.0% | +106.9% | -126.8% | -52.0% |
| 5Y | -44.0% | +108.7% | -152.7% | -67.1% |
| All | -45.3% | +215.9% | -261.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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