-59.6%
ACHR vs CP
+44.2%
-103.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.6% |
| 7D | -9.2% | +2.1% | -11.4% | -10.6% |
| 30D | -1.0% | +9.3% | -10.3% | -7.5% |
| 3M | -42.2% | +0.5% | -42.6% | -42.6% |
| 6M | -38.2% | +10.4% | -48.6% | -43.5% |
| YTD | -46.4% | +28.7% | -75.1% | -56.5% |
| 1Y | -49.4% | +33.2% | -82.6% | -60.0% |
| 3Y | -22.5% | +38.4% | -60.9% | -37.1% |
| 5Y | -29.8% | +26.2% | -56.0% | -42.0% |
| All | -59.6% | +44.2% | -103.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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