-41.5%
ACHR vs RF
+143.4%
-184.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.8% |
| 7D | +4.9% | +2.7% | +2.2% | +3.1% |
| 30D | +4.3% | -3.4% | +7.7% | +6.5% |
| 3M | +1.7% | +6.4% | -4.6% | -3.2% |
| 6M | -6.9% | +13.4% | -20.3% | -15.5% |
| YTD | -22.5% | +14.2% | -36.7% | -30.2% |
| 1Y | -31.5% | +15.7% | -47.2% | -38.8% |
| 3Y | -14.4% | +91.3% | -105.7% | -42.7% |
| 5Y | -41.6% | +89.8% | -131.4% | -58.7% |
| All | -41.5% | +143.4% | -184.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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