-43.8%
ACHR vs SPY
+81.0%
-124.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -4.7% |
| 7D | -2.7% | -0.4% | -2.3% | -1.9% |
| 30D | -12.1% | -1.4% | -10.8% | -9.3% |
| 3M | +3.4% | +3.7% | -0.3% | -3.0% |
| 6M | -15.6% | +13.0% | -28.6% | -32.6% |
| YTD | -26.9% | +12.4% | -39.3% | -40.6% |
| 1Y | -34.8% | +18.5% | -53.3% | -51.5% |
| 3Y | -19.2% | +77.6% | -96.9% | -69.6% |
| 5Y | -43.8% | +81.7% | -125.4% | -77.9% |
| All | -43.8% | +81.0% | -124.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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