-59.6%
ACHR vs COO
-28.9%
-30.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.3% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -1.0% | +14.2% | -15.1% | -7.8% |
| 3M | -42.2% | -18.2% | -24.0% | -36.4% |
| 6M | -38.2% | +5.3% | -43.5% | -42.4% |
| YTD | -46.4% | -23.6% | -22.8% | -39.1% |
| 1Y | -49.4% | -12.7% | -36.7% | -47.2% |
| 3Y | -22.5% | -24.2% | +1.7% | -16.3% |
| 5Y | -29.8% | -40.0% | +10.2% | -16.4% |
| All | -59.6% | -28.9% | -30.6% | -53.3% |
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