-14.4%
ACHR vs SPG
+112.2%
-126.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.3% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +4.3% | -4.9% | +9.2% | +7.8% |
| 3M | +1.7% | +3.3% | -1.6% | -3.0% |
| 6M | -6.9% | +11.2% | -18.1% | -17.1% |
| YTD | -22.5% | +17.1% | -39.5% | -34.3% |
| 1Y | -31.5% | +21.6% | -53.1% | -44.6% |
| 3Y | -14.4% | +111.9% | -126.3% | -66.9% |
| All | -14.4% | +112.2% | -126.6% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling