-42.7%
ACHR vs SPG
+219.8%
-262.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.8% |
| 30D | +9.8% | -6.8% | +16.6% | +14.6% |
| 3M | -10.5% | +2.7% | -13.2% | -13.7% |
| 6M | -15.5% | +5.5% | -21.0% | -20.2% |
| YTD | -24.1% | +15.7% | -39.8% | -32.9% |
| 1Y | -32.4% | +20.9% | -53.3% | -42.5% |
| 3Y | -11.6% | +112.4% | -124.0% | -47.9% |
| 5Y | -42.9% | +101.4% | -144.3% | -66.6% |
| All | -42.7% | +219.8% | -262.5% | -68.8% |
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