-21.1%
ACHR vs RIO
+95.3%
-116.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -2.7% | +1.0% | -3.6% | -3.3% |
| 30D | -12.1% | +4.0% | -16.2% | -15.1% |
| 3M | +3.4% | +4.5% | -1.2% | -0.5% |
| 6M | -15.6% | +17.3% | -33.0% | -25.1% |
| YTD | -26.9% | +36.2% | -63.0% | -42.3% |
| 1Y | -34.8% | +76.1% | -110.9% | -57.4% |
| All | -21.1% | +95.3% | -116.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling