-17.0%
ACHR vs RL
+240.1%
-257.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.4% | +16.1% | +15.6% |
| 7D | +5.7% | -4.2% | +9.9% | +8.3% |
| 30D | -4.9% | +4.3% | -9.2% | -7.5% |
| 3M | -15.1% | -4.6% | -10.5% | -13.1% |
| 6M | -30.7% | +1.7% | -32.5% | -32.8% |
| YTD | -41.0% | +7.3% | -48.3% | -45.5% |
| 1Y | -50.0% | +20.8% | -70.8% | -57.8% |
| 3Y | -17.0% | +247.0% | -264.0% | -71.7% |
| All | -17.0% | +240.1% | -257.1% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling