-44.0%
ACHR vs CBOE
+235.9%
-279.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.4% |
| 7D | -2.3% | -5.8% | +3.5% | -2.3% |
| 30D | -11.3% | -3.1% | -8.1% | -11.3% |
| 3M | +5.3% | -4.8% | +10.0% | +5.3% |
| 6M | -13.2% | -0.6% | -12.7% | -13.6% |
| YTD | -25.8% | +12.8% | -38.6% | -26.8% |
| 1Y | -34.3% | +19.8% | -54.0% | -35.4% |
| 3Y | -19.9% | +86.9% | -106.9% | -30.7% |
| 5Y | -42.7% | +136.5% | -179.2% | -56.0% |
| All | -44.0% | +235.9% | -279.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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