-27.7%
ACHR vs RF
+42.5%
-70.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.4% | +15.1% | +15.0% |
| 7D | +5.7% | -0.9% | +6.6% | +6.4% |
| 30D | -4.9% | +6.0% | -11.0% | -9.0% |
| 3M | -15.1% | -8.9% | -6.2% | -9.3% |
| 6M | -30.7% | +2.3% | -33.1% | -33.3% |
| YTD | -41.0% | +7.6% | -48.5% | -45.6% |
| 1Y | -50.0% | +21.2% | -71.2% | -58.0% |
| 3Y | -17.0% | +108.5% | -125.5% | -51.6% |
| All | -27.7% | +42.5% | -70.2% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling