-41.7%
ACHR vs RJF
+104.0%
-145.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.3% | -2.7% | +0.4% | +0.2% |
| 30D | -11.3% | -4.3% | -7.0% | -7.8% |
| 3M | +5.3% | +15.7% | -10.4% | -8.1% |
| 6M | -13.2% | +17.8% | -31.0% | -26.1% |
| YTD | -25.8% | +9.2% | -35.0% | -32.3% |
| 1Y | -34.3% | +2.8% | -37.1% | -36.4% |
| 3Y | -19.9% | +69.5% | -89.4% | -48.9% |
| All | -41.7% | +104.0% | -145.7% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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