-45.3%
ACHR vs CAPR
+96.7%
-142.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | -5.4% | -10.6% | +5.2% | -4.9% |
| 30D | -19.7% | +111.2% | -130.9% | -23.4% |
| 3M | +7.9% | -67.2% | +75.2% | +10.0% |
| 6M | -13.8% | -75.1% | +61.4% | -10.9% |
| YTD | -27.5% | -71.2% | +43.7% | -25.9% |
| 1Y | -33.9% | +31.1% | -65.1% | -45.2% |
| 3Y | -20.0% | +31.3% | -51.3% | -47.3% |
| 5Y | -44.0% | +69.4% | -113.4% | -68.9% |
| All | -45.3% | +96.7% | -142.0% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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