-41.5%
ACHR vs QS
-91.9%
+50.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.1% |
| 30D | +4.3% | -8.1% | +12.4% | +7.3% |
| 3M | +1.7% | -27.0% | +28.8% | +12.9% |
| 6M | -6.9% | -16.4% | +9.6% | -1.5% |
| YTD | -22.5% | -46.4% | +23.9% | -5.3% |
| 1Y | -31.5% | -41.1% | +9.6% | -20.6% |
| 3Y | -14.4% | -18.6% | +4.2% | -21.0% |
| 5Y | -41.6% | -73.0% | +31.4% | -37.3% |
| All | -41.5% | -91.9% | +50.4% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling