-41.5%
ACHR vs COPX
+258.3%
-299.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | -0.5% |
| 7D | +4.9% | +5.8% | -0.9% | +1.2% |
| 30D | +4.3% | +7.2% | -2.9% | -0.7% |
| 3M | +1.7% | +16.5% | -14.8% | -8.0% |
| 6M | -6.9% | +18.4% | -25.3% | -17.0% |
| YTD | -22.5% | +31.9% | -54.4% | -36.3% |
| 1Y | -31.5% | +88.5% | -120.0% | -55.0% |
| 3Y | -14.4% | +173.1% | -187.5% | -55.5% |
| 5Y | -41.6% | +193.1% | -234.7% | -70.7% |
| All | -41.5% | +258.3% | -299.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 all: compounded portfolio wealth divided by compounded COPX 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…
all analysis · Full analysis span regression · 6 months rolling