-42.7%
ACHR vs REPL
-63.6%
+20.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | +9.8% | +27.1% | -17.3% | +7.3% |
| 3M | -10.5% | +52.4% | -62.9% | -17.0% |
| 6M | -15.5% | +107.4% | -123.0% | -31.3% |
| YTD | -24.1% | +54.7% | -78.8% | -36.4% |
| 1Y | -32.4% | +158.9% | -191.3% | -49.8% |
| 3Y | -11.6% | -23.7% | +12.1% | -37.4% |
| 5Y | -42.9% | -54.3% | +11.4% | -60.1% |
| All | -42.7% | -63.6% | +20.9% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling