-52.8%
ACHR vs PR
+1,349.5%
-1,402.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +14.0% | -9.5% | +23.5% | +16.2% |
| 30D | -5.0% | -5.7% | +0.6% | -4.2% |
| 3M | -24.8% | +3.0% | -27.7% | -25.5% |
| 6M | -27.3% | +11.8% | -39.1% | -29.5% |
| YTD | -37.4% | +58.5% | -95.8% | -43.9% |
| 1Y | -44.3% | +69.9% | -114.1% | -50.8% |
| 3Y | -5.2% | +84.9% | -90.1% | -18.1% |
| 5Y | -20.8% | +246.4% | -267.3% | -37.7% |
| All | -52.8% | +1,349.5% | -1,402.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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