-20.6%
ACHR vs CAPR
+160.6%
-181.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +7.9% |
| 7D | +15.3% | +36.0% | -20.7% | +13.7% |
| 30D | -3.0% | +25.8% | -28.8% | -4.1% |
| 3M | -14.0% | +140.8% | -154.8% | -18.3% |
| 6M | -25.8% | -67.6% | +41.8% | -24.4% |
| YTD | -36.0% | -65.9% | +29.8% | -35.3% |
| 1Y | -41.2% | +66.1% | -107.3% | -51.5% |
| 3Y | -8.6% | +256.9% | -265.4% | -50.9% |
| 5Y | -20.6% | +172.1% | -192.7% | -63.7% |
| All | -20.6% | +160.6% | -181.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling