-20.3%
ACHR vs SPG
+86.1%
-106.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +18.0% | +2.7% | +15.2% | +15.8% |
| 30D | +3.6% | +16.6% | -12.9% | -7.7% |
| 3M | -28.4% | +8.1% | -36.5% | -32.5% |
| 6M | -25.7% | +19.3% | -45.0% | -36.9% |
| YTD | -35.4% | +31.1% | -66.5% | -49.5% |
| 1Y | -45.6% | +32.8% | -78.4% | -58.0% |
| 3Y | -2.2% | +135.8% | -138.0% | -55.2% |
| 5Y | -20.3% | +85.1% | -105.4% | -61.5% |
| All | -20.3% | +86.1% | -106.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling