-59.6%
ACHR vs VMC
+108.8%
-168.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.5% |
| 7D | -9.2% | -1.3% | -8.0% | -8.2% |
| 30D | -1.0% | +15.5% | -16.4% | -10.6% |
| 3M | -42.2% | +0.6% | -42.8% | -42.6% |
| 6M | -38.2% | +2.1% | -40.3% | -40.2% |
| YTD | -46.4% | -1.6% | -44.8% | -47.2% |
| 1Y | -49.4% | -1.2% | -48.2% | -50.3% |
| 3Y | -22.5% | +35.3% | -57.8% | -39.4% |
| 5Y | -29.8% | +43.6% | -73.4% | -50.4% |
| All | -59.6% | +108.8% | -168.3% | -73.4% |
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