+12.4%
SPGI vs ACHR
-21.9%
+34.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +0.1% |
| 7D | -0.9% | +15.3% | -16.2% | -2.0% |
| 30D | +15.5% | -3.0% | +18.5% | +15.5% |
| 3M | +15.7% | -14.0% | +29.6% | +16.4% |
| 6M | +19.1% | -25.8% | +44.8% | +20.5% |
| YTD | -4.1% | -36.0% | +32.0% | -2.3% |
| 1Y | +1.2% | -41.2% | +42.4% | +3.5% |
| 3Y | +31.6% | -8.6% | +40.1% | +21.7% |
| 5Y | +12.4% | -20.6% | +33.1% | -3.9% |
| All | +12.4% | -21.9% | +34.4% | -3.9% |
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