-42.7%
ACHR vs RIO
+112.9%
-155.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +9.8% | +4.0% | +5.8% | +7.3% |
| 3M | -10.5% | +0.1% | -10.6% | -10.6% |
| 6M | -15.5% | +12.7% | -28.2% | -20.4% |
| YTD | -24.1% | +35.6% | -59.6% | -34.8% |
| 1Y | -32.4% | +73.7% | -106.1% | -48.4% |
| 3Y | -11.6% | +93.3% | -104.9% | -35.8% |
| 5Y | -42.9% | +92.4% | -135.3% | -59.7% |
| All | -42.7% | +112.9% | -155.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling