-44.0%
ACHR vs CBOE
+145.0%
-189.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.0% |
| 7D | -5.4% | -3.7% | -1.7% | -5.5% |
| 30D | -19.7% | +2.0% | -21.7% | -19.7% |
| 3M | +7.9% | -4.2% | +12.2% | +8.0% |
| 6M | -13.8% | +1.2% | -14.9% | -14.0% |
| YTD | -27.5% | +15.4% | -42.9% | -28.3% |
| 1Y | -33.9% | +23.5% | -57.4% | -35.0% |
| 3Y | -20.0% | +93.2% | -113.2% | -33.6% |
| 5Y | -44.0% | +142.0% | -185.9% | -60.7% |
| All | -44.0% | +145.0% | -189.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling