-56.6%
ACHR vs EW
+22.4%
-79.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | 0.0% | -10.9% | -10.9% |
| 7D | +11.9% | +4.9% | +6.9% | +9.6% |
| 30D | -2.5% | +24.1% | -26.6% | -11.8% |
| 3M | -31.2% | +13.7% | -44.9% | -35.4% |
| 6M | -32.2% | +32.7% | -64.9% | -40.9% |
| YTD | -42.4% | +24.1% | -66.5% | -48.2% |
| 1Y | -49.9% | +23.6% | -73.6% | -54.9% |
| 3Y | -12.9% | +64.8% | -77.6% | -37.3% |
| 5Y | -24.6% | -8.8% | -15.8% | -28.2% |
| All | -56.6% | +22.4% | -79.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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