-30.5%
ACHR vs QS
-90.5%
+60.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.2% | -1.8% | -4.6% |
| 7D | -9.2% | -14.0% | +4.8% | -2.6% |
| 30D | -1.0% | -6.4% | +5.4% | +2.1% |
| 3M | -42.2% | -40.3% | -1.9% | -27.1% |
| 6M | -38.2% | -57.5% | +19.3% | -10.6% |
| YTD | -46.4% | -64.7% | +18.3% | -16.8% |
| 1Y | -49.4% | -72.9% | +23.5% | -11.8% |
| 3Y | -22.5% | -33.5% | +11.0% | -29.7% |
| All | -30.5% | -90.5% | +60.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling