-45.3%
ACHR vs EAT
+290.4%
-335.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.4% | -6.2% | +0.8% | -3.2% |
| 30D | -19.7% | -3.0% | -16.7% | -19.7% |
| 3M | +7.9% | +45.6% | -37.7% | -8.2% |
| 6M | -13.8% | +53.5% | -67.3% | -29.6% |
| YTD | -27.5% | +49.6% | -77.1% | -40.4% |
| 1Y | -33.9% | +38.9% | -72.9% | -44.7% |
| 3Y | -20.0% | +589.7% | -609.6% | -65.4% |
| 5Y | -44.0% | +318.7% | -362.6% | -75.2% |
| All | -45.3% | +290.4% | -335.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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