-59.6%
ACHR vs OMC
+73.1%
-132.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.6% |
| 7D | -9.2% | +1.9% | -11.1% | -10.0% |
| 30D | -1.0% | +12.2% | -13.2% | -7.3% |
| 3M | -42.2% | +0.6% | -42.8% | -42.6% |
| 6M | -38.2% | +21.0% | -59.2% | -45.2% |
| YTD | -46.4% | +12.4% | -58.8% | -51.0% |
| 1Y | -49.4% | +25.4% | -74.8% | -57.2% |
| 3Y | -22.5% | +29.2% | -51.7% | -35.1% |
| 5Y | -29.8% | +52.6% | -82.4% | -41.9% |
| All | -59.6% | +73.1% | -132.7% | -65.5% |
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