-60.2%
ACHR vs COMP
-52.0%
-8.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.5% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -1.0% | +16.6% | -17.5% | -6.0% |
| 3M | -42.2% | -23.5% | -18.7% | -37.2% |
| 6M | -38.2% | +25.7% | -63.9% | -43.7% |
| YTD | -46.4% | -3.4% | -43.0% | -48.0% |
| 1Y | -49.4% | +7.6% | -57.0% | -52.6% |
| 3Y | -22.5% | +423.6% | -446.1% | -60.7% |
| 5Y | -29.8% | -10.6% | -19.2% | -49.8% |
| All | -60.2% | -52.0% | -8.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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