-51.8%
ACHR vs RBA
+55.2%
-107.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.2% |
| 7D | +15.3% | +2.5% | +12.8% | +13.9% |
| 30D | -3.0% | +11.6% | -14.6% | -8.4% |
| 3M | -14.0% | +1.5% | -15.5% | -15.1% |
| 6M | -25.8% | -6.6% | -19.1% | -24.9% |
| YTD | -36.0% | -6.3% | -29.8% | -35.8% |
| 1Y | -41.2% | -4.0% | -37.2% | -41.8% |
| 3Y | -8.6% | +47.3% | -55.8% | -24.8% |
| 5Y | -20.6% | +47.7% | -68.3% | -38.3% |
| All | -51.8% | +55.2% | -107.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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