-42.7%
ACHR vs RCAT
+660.9%
-703.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +9.8% | -3.3% | +13.2% | +10.3% |
| 3M | -10.5% | -43.2% | +32.7% | -4.4% |
| 6M | -15.5% | -43.2% | +27.6% | -11.1% |
| YTD | -24.1% | +5.5% | -29.6% | -25.8% |
| 1Y | -32.4% | -1.6% | -30.8% | -33.6% |
| 3Y | -11.6% | +773.7% | -785.3% | -21.3% |
| 5Y | -42.9% | +187.6% | -230.5% | -48.6% |
| All | -42.7% | +660.9% | -703.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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