-44.0%
ACHR vs SPYG
+82.6%
-126.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -2.4% |
| 30D | -19.7% | -1.9% | -17.8% | -16.9% |
| 3M | +7.9% | +5.2% | +2.8% | +0.2% |
| 6M | -13.8% | +15.6% | -29.3% | -30.3% |
| YTD | -27.5% | +12.4% | -39.9% | -38.6% |
| 1Y | -33.9% | +17.5% | -51.4% | -47.2% |
| 3Y | -20.0% | +98.1% | -118.0% | -69.9% |
| 5Y | -44.0% | +84.9% | -128.9% | -75.3% |
| All | -44.0% | +82.6% | -126.6% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling