-42.7%
ACHR vs NTAP
+230.7%
-273.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | +9.8% | -0.5% | +10.3% | +10.0% |
| 3M | -10.5% | +4.1% | -14.6% | -12.5% |
| 6M | -15.5% | +88.0% | -103.5% | -43.3% |
| YTD | -24.1% | +75.6% | -99.6% | -47.3% |
| 1Y | -32.4% | +58.9% | -91.3% | -49.9% |
| 3Y | -11.6% | +153.6% | -165.2% | -54.3% |
| 5Y | -42.9% | +127.6% | -170.5% | -70.4% |
| All | -42.7% | +230.7% | -273.4% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling