+62.9%
SPGI vs ACHR
-60.3%
+123.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.6% |
| 7D | +1.2% | -9.2% | +10.5% | +1.8% |
| 30D | +15.9% | -1.0% | +16.9% | +15.7% |
| 3M | +12.3% | -42.2% | +54.5% | +16.4% |
| 6M | +23.7% | -38.2% | +61.9% | +26.7% |
| YTD | -3.5% | -46.4% | +42.9% | -0.6% |
| 1Y | +0.4% | -49.4% | +49.8% | +3.7% |
| 3Y | +29.9% | -22.5% | +52.4% | +21.9% |
| 5Y | +15.2% | -29.8% | +45.0% | -0.2% |
| All | +62.9% | -60.3% | +123.2% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling