-41.5%
ACHR vs P
+354.2%
-395.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | +4.9% | +7.8% | -3.0% | +1.4% |
| 30D | +4.3% | +12.3% | -8.0% | -1.3% |
| 3M | +1.7% | +37.1% | -35.4% | -12.0% |
| 6M | -6.9% | +66.1% | -72.9% | -27.1% |
| YTD | -22.5% | +50.9% | -73.4% | -37.9% |
| 1Y | -31.5% | +27.2% | -58.7% | -43.2% |
| 3Y | -14.4% | +158.7% | -173.1% | -54.0% |
| 5Y | -41.6% | +291.1% | -332.7% | -74.6% |
| All | -41.5% | +354.2% | -395.7% | -74.6% |
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