+16.5%
CME vs ACHR
-52.5%
+69.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.6% |
| 7D | +3.9% | -9.2% | +13.2% | +3.7% |
| 30D | +11.3% | -1.0% | +12.3% | +11.5% |
| 3M | +19.6% | -42.2% | +61.7% | +18.7% |
| 6M | +8.1% | -38.2% | +46.3% | +8.1% |
| YTD | +20.4% | -46.4% | +66.8% | +20.9% |
| 1Y | +16.5% | -49.4% | +65.9% | +17.1% |
| All | +16.5% | -52.5% | +69.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 1y: compounded portfolio wealth divided by compounded ACHR 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…
1y analysis · Full analysis span regression · 6 months rolling