-27.7%
ACHR vs APD
+11.0%
-38.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.5% | +16.2% | +15.6% |
| 7D | +5.7% | -3.7% | +9.4% | +8.0% |
| 30D | -4.9% | +9.6% | -14.5% | -10.3% |
| 3M | -15.1% | +1.6% | -16.7% | -16.0% |
| 6M | -30.7% | +2.2% | -32.9% | -32.0% |
| YTD | -41.0% | +25.9% | -66.8% | -49.9% |
| 1Y | -50.0% | +20.1% | -70.1% | -56.5% |
| 3Y | -17.0% | +12.4% | -29.4% | -25.4% |
| All | -27.7% | +11.0% | -38.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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