+52.6%
SPGI vs ACHR
-43.7%
+96.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +8.4% | +9.8% | -1.4% | +7.5% |
| 3M | +11.8% | -10.5% | +22.3% | +12.0% |
| 6M | +5.7% | -15.5% | +21.2% | +6.0% |
| YTD | -9.7% | -24.1% | +14.4% | -8.9% |
| 1Y | -12.5% | -32.4% | +20.0% | -11.7% |
| 3Y | +21.8% | -11.6% | +33.4% | +13.8% |
| 5Y | +8.2% | -42.9% | +51.1% | -4.5% |
| All | +52.6% | -43.7% | +96.3% | +35.4% |
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