-44.0%
ACHR vs SPYG
+129.9%
-173.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -0.8% |
| 30D | -11.3% | -1.5% | -9.8% | -8.8% |
| 3M | +5.3% | +3.7% | +1.5% | +0.2% |
| 6M | -13.2% | +16.4% | -29.6% | -30.1% |
| YTD | -25.8% | +13.3% | -39.1% | -37.5% |
| 1Y | -34.3% | +17.9% | -52.1% | -47.3% |
| 3Y | -19.9% | +98.3% | -118.3% | -68.5% |
| 5Y | -42.7% | +86.4% | -129.1% | -75.2% |
| All | -44.0% | +129.9% | -173.9% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling