-41.5%
ACHR vs RJF
+203.8%
-245.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +4.9% | +1.8% | +3.1% | +3.3% |
| 30D | +4.3% | 0.0% | +4.3% | +4.4% |
| 3M | +1.7% | +18.0% | -16.2% | -11.8% |
| 6M | -6.9% | +17.0% | -23.8% | -19.3% |
| YTD | -22.5% | +11.1% | -33.6% | -29.8% |
| 1Y | -31.5% | +8.0% | -39.4% | -36.2% |
| 3Y | -14.4% | +73.3% | -87.7% | -43.9% |
| 5Y | -41.6% | +107.4% | -149.1% | -64.9% |
| All | -41.5% | +203.8% | -245.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling