-41.6%
ACHR vs COO
-39.5%
-2.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.7% |
| 7D | +4.9% | -2.3% | +7.2% | +6.2% |
| 30D | +4.3% | -8.8% | +13.1% | +10.1% |
| 3M | +1.7% | +1.3% | +0.4% | -0.1% |
| 6M | -6.9% | -11.6% | +4.7% | -1.1% |
| YTD | -22.5% | -17.4% | -5.1% | -13.9% |
| 1Y | -31.5% | -1.6% | -29.9% | -32.6% |
| 3Y | -14.4% | -22.6% | +8.3% | -6.3% |
| 5Y | -41.6% | -40.3% | -1.3% | -27.2% |
| All | -41.6% | -39.5% | -2.2% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling