-45.3%
ACHR vs QS
-92.5%
+47.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -5.4% | -5.0% | -0.4% | -3.7% |
| 30D | -19.7% | -18.3% | -1.4% | -14.0% |
| 3M | +7.9% | -26.0% | +33.9% | +19.1% |
| 6M | -13.8% | -24.0% | +10.3% | -5.7% |
| YTD | -27.5% | -50.3% | +22.8% | -9.0% |
| 1Y | -33.9% | -38.0% | +4.0% | -24.4% |
| 3Y | -20.0% | -24.6% | +4.6% | -24.2% |
| 5Y | -44.0% | -75.4% | +31.4% | -38.1% |
| All | -45.3% | -92.5% | +47.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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