-42.7%
ACHR vs COR
+276.7%
-319.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -1.0% |
| 7D | -0.7% | +2.8% | -3.5% | -0.5% |
| 30D | +9.8% | +4.5% | +5.3% | +10.2% |
| 3M | -10.5% | +22.7% | -33.2% | -9.4% |
| 6M | -15.5% | -9.7% | -5.8% | -14.1% |
| YTD | -24.1% | -1.4% | -22.6% | -22.8% |
| 1Y | -32.4% | +13.9% | -46.4% | -32.0% |
| 3Y | -11.6% | +94.0% | -105.6% | -18.0% |
| 5Y | -42.9% | +184.0% | -226.9% | -51.3% |
| All | -42.7% | +276.7% | -319.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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