-42.7%
ACHR vs PH
+279.2%
-321.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -0.7% | -3.1% | +2.4% | +1.7% |
| 30D | +9.8% | -3.2% | +13.1% | +11.9% |
| 3M | -10.5% | +10.6% | -21.1% | -18.4% |
| 6M | -15.5% | -2.1% | -13.4% | -15.9% |
| YTD | -24.1% | +10.2% | -34.3% | -31.4% |
| 1Y | -32.4% | +28.2% | -60.7% | -46.5% |
| 3Y | -11.6% | +134.9% | -146.5% | -55.3% |
| 5Y | -42.9% | +253.6% | -296.5% | -77.6% |
| All | -42.7% | +279.2% | -321.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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