-52.8%
ACHR vs KEY
+78.8%
-131.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +14.0% | +0.5% | +13.5% | +13.8% |
| 30D | -5.0% | +6.9% | -11.9% | -8.4% |
| 3M | -24.8% | -5.0% | -19.8% | -22.8% |
| 6M | -27.3% | +0.7% | -28.0% | -28.2% |
| YTD | -37.4% | +6.5% | -43.8% | -39.8% |
| 1Y | -44.3% | +22.6% | -66.9% | -50.3% |
| 3Y | -5.2% | +125.3% | -130.6% | -35.3% |
| 5Y | -20.8% | +13.9% | -34.7% | -34.7% |
| All | -52.8% | +78.8% | -131.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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