-44.0%
ACHR vs EQX
+17.5%
-61.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.0% |
| 7D | -2.3% | -3.2% | +0.9% | -1.6% |
| 30D | -11.3% | +7.8% | -19.0% | -13.1% |
| 3M | +5.3% | +21.3% | -16.1% | +0.3% |
| 6M | -13.2% | -22.4% | +9.2% | -9.5% |
| YTD | -25.8% | -11.3% | -14.5% | -24.9% |
| 1Y | -34.3% | +13.5% | -47.8% | -36.8% |
| 3Y | -19.9% | +162.1% | -182.1% | -38.7% |
| 5Y | -42.7% | +84.2% | -126.8% | -54.7% |
| All | -44.0% | +17.5% | -61.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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