-56.6%
ACHR vs P
+394.4%
-451.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.4% | -14.3% | -12.3% |
| 7D | +11.9% | +17.8% | -5.9% | +4.4% |
| 30D | -2.5% | -29.9% | +27.4% | +11.9% |
| 3M | -31.2% | -1.2% | -30.0% | -32.9% |
| 6M | -32.2% | +32.1% | -64.4% | -42.7% |
| YTD | -42.4% | +64.3% | -106.7% | -56.7% |
| 1Y | -49.9% | +24.3% | -74.2% | -59.1% |
| 3Y | -12.9% | +203.2% | -216.1% | -57.7% |
| 5Y | -24.6% | +290.4% | -315.0% | -68.5% |
| All | -56.6% | +394.4% | -451.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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