-43.8%
ACHR vs SPG
+104.0%
-147.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.2% | -3.9% |
| 7D | -2.7% | -1.7% | -1.0% | -1.4% |
| 30D | -12.1% | -6.3% | -5.9% | -7.8% |
| 3M | +3.4% | -2.4% | +5.8% | +3.6% |
| 6M | -15.6% | +9.6% | -25.3% | -23.6% |
| YTD | -26.9% | +14.2% | -41.1% | -36.3% |
| 1Y | -34.8% | +19.3% | -54.1% | -45.7% |
| 3Y | -19.2% | +106.7% | -125.9% | -57.7% |
| 5Y | -43.8% | +104.2% | -148.0% | -72.0% |
| All | -43.8% | +104.0% | -147.8% | -72.0% |
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 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