+53.5%
CME vs ACHR
-8.8%
+62.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | -2.9% | +4.9% | -7.7% | -2.8% |
| 30D | +5.5% | +4.3% | +1.2% | +5.6% |
| 3M | +11.0% | +1.7% | +9.2% | +11.1% |
| 6M | -9.7% | -6.9% | -2.8% | -9.6% |
| YTD | +4.9% | -22.5% | +27.3% | +4.9% |
| 1Y | +10.1% | -31.5% | +41.6% | +10.0% |
| 3Y | +53.5% | -14.4% | +67.9% | +60.4% |
| All | +53.5% | -8.8% | +62.3% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling