-41.5%
ACHR vs RL
+282.4%
-323.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.8% |
| 7D | +4.9% | +1.9% | +3.0% | +3.6% |
| 30D | +4.3% | -12.2% | +16.5% | +12.4% |
| 3M | +1.7% | -6.6% | +8.4% | +4.9% |
| 6M | -6.9% | +3.2% | -10.0% | -10.5% |
| YTD | -22.5% | -1.3% | -21.2% | -23.9% |
| 1Y | -31.5% | +13.6% | -45.1% | -38.8% |
| 3Y | -14.4% | +210.9% | -225.3% | -58.4% |
| 5Y | -41.6% | +246.9% | -288.5% | -73.5% |
| All | -41.5% | +282.4% | -323.9% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling