-44.8%
ACHR vs COO
-28.0%
-16.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.2% | +0.6% | -2.2% |
| 7D | -2.7% | -9.0% | +6.3% | +2.5% |
| 30D | -12.1% | -16.8% | +4.7% | -2.8% |
| 3M | +3.4% | -7.5% | +10.9% | +7.1% |
| 6M | -15.6% | -16.3% | +0.6% | -8.0% |
| YTD | -26.9% | -22.5% | -4.3% | -16.3% |
| 1Y | -34.8% | -7.0% | -27.8% | -33.7% |
| 3Y | -19.2% | -27.5% | +8.2% | -8.4% |
| 5Y | -43.8% | -43.3% | -0.4% | -31.4% |
| All | -44.8% | -28.0% | -16.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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