-46.8%
ACHR vs RDW
-0.7%
-46.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.2% |
| 7D | -2.3% | +0.9% | -3.1% | -2.6% |
| 30D | -11.3% | -21.3% | +10.0% | -3.6% |
| 3M | +5.3% | -37.9% | +43.1% | +22.2% |
| 6M | -13.2% | +12.3% | -25.5% | -24.9% |
| YTD | -25.8% | +39.7% | -65.5% | -43.3% |
| 1Y | -34.3% | +25.7% | -60.0% | -49.2% |
| 3Y | -19.9% | +230.8% | -250.8% | -61.2% |
| 5Y | -42.7% | -8.8% | -33.9% | -68.5% |
| All | -46.8% | -0.7% | -46.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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