+5.1%
SPGI vs ACHR
-41.7%
+46.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | -2.5% | +4.9% | -7.3% | -2.8% |
| 30D | +5.4% | +4.3% | +1.1% | +4.9% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | +0.8% | -6.9% | +7.6% | +0.4% |
| YTD | -12.6% | -22.5% | +9.9% | -12.0% |
| 1Y | -16.1% | -31.5% | +15.4% | -15.5% |
| 3Y | +19.0% | -14.4% | +33.4% | +11.5% |
| 5Y | +5.1% | -41.6% | +46.7% | -7.5% |
| All | +5.1% | -41.7% | +46.8% | -7.5% |
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