-45.3%
ACHR vs NTAP
+227.2%
-272.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -5.4% | -1.0% | -4.4% | -4.8% |
| 30D | -19.7% | -7.5% | -12.2% | -16.3% |
| 3M | +7.9% | +14.6% | -6.7% | -0.5% |
| 6M | -13.8% | +91.0% | -104.8% | -42.6% |
| YTD | -27.5% | +73.7% | -101.2% | -49.4% |
| 1Y | -33.9% | +51.2% | -85.2% | -49.5% |
| 3Y | -20.0% | +146.1% | -166.1% | -57.7% |
| 5Y | -44.0% | +122.8% | -166.8% | -70.7% |
| All | -45.3% | +227.2% | -272.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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