-19.9%
ACHR vs QS
-24.6%
+4.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | -2.3% | -3.6% | +1.4% | -0.7% |
| 30D | -11.3% | -17.2% | +6.0% | -4.1% |
| 3M | +5.3% | -27.0% | +32.3% | +18.9% |
| 6M | -13.2% | -24.6% | +11.4% | -3.5% |
| YTD | -25.8% | -49.3% | +23.5% | -3.9% |
| 1Y | -34.3% | -40.3% | +6.1% | -22.2% |
| 3Y | -19.9% | -23.8% | +3.9% | -28.2% |
| All | -19.9% | -24.6% | +4.6% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling