-43.8%
ACHR vs NTAP
+129.9%
-173.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.3% | -4.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.9% |
| 30D | -12.1% | -7.0% | -5.1% | -8.3% |
| 3M | +3.4% | +12.3% | -8.9% | -4.1% |
| 6M | -15.6% | +85.1% | -100.8% | -45.0% |
| YTD | -26.9% | +74.8% | -101.6% | -50.9% |
| 1Y | -34.8% | +52.7% | -87.4% | -51.7% |
| 3Y | -19.2% | +147.7% | -166.9% | -61.8% |
| 5Y | -43.8% | +124.8% | -168.5% | -73.3% |
| All | -43.8% | +129.9% | -173.7% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling