-56.6%
ACHR vs SPG
+260.6%
-317.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.5% | -10.4% | -10.6% |
| 7D | +11.9% | +3.1% | +8.8% | +9.9% |
| 30D | -2.5% | +16.4% | -18.9% | -11.3% |
| 3M | -31.2% | +7.1% | -38.2% | -34.0% |
| 6M | -32.2% | +16.1% | -48.3% | -39.5% |
| YTD | -42.4% | +30.4% | -72.9% | -52.8% |
| 1Y | -49.9% | +33.0% | -82.9% | -59.5% |
| 3Y | -12.9% | +134.6% | -147.5% | -51.8% |
| 5Y | -24.6% | +84.9% | -109.5% | -57.7% |
| All | -56.6% | +260.6% | -317.1% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling