-41.5%
ACHR vs INDA
+34.0%
-75.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +4.2% |
| 7D | +4.9% | -1.0% | +5.8% | +6.1% |
| 30D | +4.3% | -2.5% | +6.8% | +7.6% |
| 3M | +1.7% | +4.0% | -2.2% | -3.0% |
| 6M | -6.9% | -1.8% | -5.1% | -4.1% |
| YTD | -22.5% | -9.2% | -13.3% | -12.3% |
| 1Y | -31.5% | -7.2% | -24.3% | -24.7% |
| 3Y | -14.4% | +9.8% | -24.2% | -23.6% |
| 5Y | -41.6% | +7.5% | -49.1% | -47.3% |
| All | -41.5% | +34.0% | -75.6% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INDA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling