-55.5%
ACHR vs RF
+129.2%
-184.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.4% | +15.1% | +15.0% |
| 7D | +5.7% | -0.9% | +6.6% | +6.3% |
| 30D | -4.9% | +6.0% | -11.0% | -8.4% |
| 3M | -15.1% | -8.9% | -6.2% | -10.1% |
| 6M | -30.7% | +2.3% | -33.1% | -32.8% |
| YTD | -41.0% | +7.6% | -48.5% | -44.8% |
| 1Y | -50.0% | +21.2% | -71.2% | -56.8% |
| 3Y | -17.0% | +108.5% | -125.5% | -46.2% |
| 5Y | -29.4% | +43.2% | -72.6% | -47.5% |
| All | -55.5% | +129.2% | -184.6% | -67.7% |
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