-59.6%
ACHR vs RL
+326.6%
-386.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.8% | -6.2% |
| 7D | -9.2% | +2.6% | -11.8% | -10.4% |
| 30D | -1.0% | +2.9% | -3.9% | -2.6% |
| 3M | -42.2% | 0.0% | -42.2% | -42.3% |
| 6M | -38.2% | +17.1% | -55.3% | -44.8% |
| YTD | -46.4% | +10.1% | -56.5% | -50.8% |
| 1Y | -49.4% | +17.3% | -66.7% | -55.4% |
| 3Y | -22.5% | +249.3% | -271.8% | -65.0% |
| 5Y | -29.8% | +240.9% | -270.7% | -69.9% |
| All | -59.6% | +326.6% | -386.2% | -83.7% |
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