-27.7%
ACHR vs RL
+226.8%
-254.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.4% | +16.1% | +15.6% |
| 7D | +5.7% | -4.2% | +9.9% | +8.5% |
| 30D | -4.9% | +4.3% | -9.2% | -7.8% |
| 3M | -15.1% | -4.6% | -10.5% | -12.9% |
| 6M | -30.7% | +1.7% | -32.5% | -33.2% |
| YTD | -41.0% | +7.3% | -48.3% | -45.8% |
| 1Y | -50.0% | +20.8% | -70.8% | -58.2% |
| 3Y | -17.0% | +247.0% | -264.0% | -69.3% |
| All | -27.7% | +226.8% | -254.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling