-21.8%
ACHR vs JAAA
+18.9%
-40.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.8% |
| 30D | -19.7% | +0.4% | -20.2% | -21.5% |
| 3M | +7.9% | +1.2% | +6.7% | +1.4% |
| 6M | -13.8% | +2.7% | -16.4% | -24.7% |
| YTD | -27.5% | +3.2% | -30.7% | -38.1% |
| 1Y | -33.9% | +4.8% | -38.8% | -47.5% |
| All | -21.8% | +18.9% | -40.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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