-45.3%
ACHR vs APA
+231.4%
-276.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | -19.7% | +9.6% | -29.4% | -21.3% |
| 3M | +7.9% | +18.0% | -10.1% | +3.7% |
| 6M | -13.8% | +41.9% | -55.6% | -22.0% |
| YTD | -27.5% | +86.3% | -113.8% | -38.9% |
| 1Y | -33.9% | +97.9% | -131.8% | -45.3% |
| 3Y | -20.0% | +12.8% | -32.8% | -29.3% |
| 5Y | -44.0% | +177.2% | -221.2% | -53.5% |
| All | -45.3% | +231.4% | -276.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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