-55.5%
ACHR vs AR
+599.2%
-654.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.8% | +15.6% | +14.9% |
| 7D | +5.7% | -14.3% | +20.0% | +9.0% |
| 30D | -4.9% | +1.4% | -6.4% | -5.4% |
| 3M | -15.1% | +3.4% | -18.5% | -15.9% |
| 6M | -30.7% | -2.1% | -28.7% | -31.0% |
| YTD | -41.0% | +4.7% | -45.7% | -42.8% |
| 1Y | -50.0% | +10.6% | -60.6% | -52.2% |
| 3Y | -17.0% | +24.6% | -41.6% | -22.2% |
| 5Y | -29.4% | +71.9% | -101.3% | -34.4% |
| All | -55.5% | +599.2% | -654.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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