-30.5%
ACHR vs RF
+47.5%
-78.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.8% |
| 7D | -9.2% | +1.9% | -11.2% | -10.5% |
| 30D | -1.0% | +7.3% | -8.3% | -6.0% |
| 3M | -42.2% | -7.9% | -34.3% | -38.7% |
| 6M | -38.2% | +10.5% | -48.7% | -43.7% |
| YTD | -46.4% | +9.6% | -56.1% | -51.3% |
| 1Y | -49.4% | +20.3% | -69.7% | -57.1% |
| 3Y | -22.5% | +119.5% | -142.0% | -56.3% |
| All | -30.5% | +47.5% | -78.0% | -50.2% |
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