+92.9%
CME vs ACHR
-43.7%
+136.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +6.2% | +9.8% | -3.6% | +6.2% |
| 3M | +10.4% | -10.5% | +20.9% | +10.5% |
| 6M | -9.5% | -15.5% | +6.0% | -9.5% |
| YTD | +6.0% | -24.1% | +30.1% | +6.1% |
| 1Y | +9.3% | -32.4% | +41.7% | +9.4% |
| 3Y | +57.7% | -11.6% | +69.3% | +55.6% |
| 5Y | +77.7% | -42.9% | +120.6% | +68.7% |
| All | +92.9% | -43.7% | +136.6% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling