-51.3%
ACHR vs COO
-28.6%
-22.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.7% |
| 7D | +18.0% | -2.3% | +20.3% | +19.3% |
| 30D | +3.6% | +13.3% | -9.7% | -3.2% |
| 3M | -28.4% | -18.1% | -10.3% | -21.4% |
| 6M | -25.7% | +6.7% | -32.4% | -31.4% |
| YTD | -35.4% | -23.2% | -12.2% | -26.8% |
| 1Y | -45.6% | -12.3% | -33.4% | -43.5% |
| 3Y | -2.2% | -23.6% | +21.3% | +5.1% |
| 5Y | -20.3% | -38.7% | +18.4% | -5.8% |
| All | -51.3% | -28.6% | -22.6% | -43.9% |
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