-59.6%
ACHR vs REPL
-47.1%
-12.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | -9.2% | +1.2% | -10.5% | -9.4% |
| 30D | -1.0% | +92.2% | -93.2% | -6.6% |
| 3M | -42.2% | +44.1% | -86.3% | -44.2% |
| 6M | -38.2% | +313.0% | -351.2% | -49.5% |
| YTD | -46.4% | +125.2% | -171.6% | -56.7% |
| 1Y | -49.4% | +143.8% | -193.1% | -59.4% |
| 3Y | -22.5% | +104.2% | -126.7% | -55.7% |
| 5Y | -29.8% | -34.5% | +4.7% | -52.4% |
| All | -59.6% | -47.1% | -12.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling