-56.9%
ACHR vs NOC
-7.1%
-49.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.2% |
| 7D | -5.1% | -5.0% | -0.1% | -3.5% |
| 30D | -12.7% | +10.3% | -23.1% | -16.6% |
| 3M | -22.4% | -4.3% | -18.1% | -21.0% |
| 6M | -28.6% | -6.5% | -22.1% | -26.6% |
| YTD | -45.2% | -6.7% | -38.5% | -47.3% |
| 1Y | -56.9% | -7.5% | -49.4% | -58.0% |
| All | -56.9% | -7.1% | -49.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling