-42.7%
ACHR vs SPY
+123.6%
-166.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +9.8% | +0.1% | +9.8% | +10.0% |
| 3M | -10.5% | +2.0% | -12.5% | -12.5% |
| 6M | -15.5% | +13.0% | -28.5% | -31.9% |
| YTD | -24.1% | +13.5% | -37.6% | -39.1% |
| 1Y | -32.4% | +20.0% | -52.4% | -50.4% |
| 3Y | -11.6% | +77.2% | -88.8% | -65.2% |
| 5Y | -42.9% | +81.9% | -124.8% | -77.6% |
| All | -42.7% | +123.6% | -166.3% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling