-45.3%
ACHR vs VMC
+87.4%
-132.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -5.4% | -3.7% | -1.7% | -2.9% |
| 30D | -19.7% | -12.8% | -7.0% | -11.8% |
| 3M | +7.9% | -7.9% | +15.8% | +13.0% |
| 6M | -13.8% | -7.5% | -6.3% | -10.8% |
| YTD | -27.5% | -11.6% | -15.9% | -22.9% |
| 1Y | -33.9% | -14.3% | -19.7% | -28.0% |
| 3Y | -20.0% | +18.5% | -38.5% | -31.2% |
| 5Y | -44.0% | +46.8% | -90.7% | -58.2% |
| All | -45.3% | +87.4% | -132.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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