-18.6%
ACHR vs AS
+123.4%
-142.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.5% |
| 7D | -9.2% | -4.9% | -4.4% | -6.7% |
| 30D | -1.0% | +3.9% | -4.9% | -2.9% |
| 3M | -42.2% | -9.6% | -32.6% | -39.3% |
| 6M | -38.2% | -8.7% | -29.5% | -36.0% |
| YTD | -46.4% | -19.8% | -26.6% | -41.2% |
| 1Y | -49.4% | -1.5% | -47.8% | -50.6% |
| All | -18.6% | +123.4% | -142.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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