-3.1%
CMG vs ACHR
-42.8%
+39.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | +10.9% | -11.3% | +22.2% | +12.0% |
| 3M | +15.8% | +5.3% | +10.6% | +14.1% |
| 6M | +6.9% | -13.2% | +20.2% | +6.9% |
| YTD | -2.2% | -25.8% | +23.6% | -1.0% |
| 1Y | -7.1% | -34.3% | +27.2% | -5.6% |
| 3Y | -7.1% | -19.9% | +12.8% | -13.4% |
| All | -3.1% | -42.8% | +39.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling