-41.5%
ACHR vs OMC
+58.0%
-99.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.1% |
| 7D | +4.9% | -5.8% | +10.6% | +8.1% |
| 30D | +4.3% | -4.8% | +9.1% | +7.2% |
| 3M | +1.7% | +9.2% | -7.5% | -4.1% |
| 6M | -6.9% | -2.5% | -4.4% | -6.4% |
| YTD | -22.5% | +2.6% | -25.0% | -25.3% |
| 1Y | -31.5% | +5.9% | -37.4% | -36.1% |
| 3Y | -14.4% | +14.2% | -28.6% | -22.9% |
| 5Y | -41.6% | +33.2% | -74.9% | -49.2% |
| All | -41.5% | +58.0% | -99.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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