-21.1%
ACHR vs EWJ
+70.3%
-91.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -4.3% |
| 7D | -2.7% | +1.0% | -3.7% | -4.0% |
| 30D | -12.1% | +1.0% | -13.1% | -13.4% |
| 3M | +3.4% | +7.2% | -3.8% | -5.9% |
| 6M | -15.6% | +13.9% | -29.5% | -28.4% |
| YTD | -26.9% | +20.8% | -47.7% | -42.8% |
| 1Y | -34.8% | +26.4% | -61.1% | -51.4% |
| All | -21.1% | +70.3% | -91.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling