-41.5%
ACHR vs NOC
+89.6%
-131.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +4.9% | -2.7% | +7.5% | +5.0% |
| 30D | +4.3% | -8.9% | +13.2% | +4.6% |
| 3M | +1.7% | -3.7% | +5.4% | +1.8% |
| 6M | -6.9% | -30.8% | +23.9% | -6.1% |
| YTD | -22.5% | -7.9% | -14.5% | -21.5% |
| 1Y | -31.5% | -9.4% | -22.1% | -30.6% |
| 3Y | -14.4% | +29.0% | -43.4% | -11.3% |
| 5Y | -41.6% | +56.1% | -97.7% | -36.9% |
| All | -41.5% | +89.6% | -131.1% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling