-44.0%
ACHR vs NOC
+57.3%
-101.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -5.4% | -1.8% | -3.6% | -5.3% |
| 30D | -19.7% | -9.4% | -10.3% | -19.5% |
| 3M | +7.9% | -3.8% | +11.8% | +8.0% |
| 6M | -13.8% | -28.8% | +15.0% | -13.1% |
| YTD | -27.5% | -7.9% | -19.6% | -26.5% |
| 1Y | -33.9% | -9.0% | -24.9% | -33.0% |
| 3Y | -20.0% | +29.1% | -49.0% | -16.7% |
| 5Y | -44.0% | +58.9% | -102.9% | -30.6% |
| All | -44.0% | +57.3% | -101.3% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling