-30.7%
ACHR vs RL
+3.0%
-33.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.4% | +16.1% | +15.2% |
| 7D | +5.7% | -4.2% | +9.9% | +7.3% |
| 30D | -4.9% | +4.3% | -9.2% | -5.8% |
| 3M | -15.1% | -4.6% | -10.5% | -14.0% |
| 6M | -30.7% | +1.7% | -32.5% | -31.0% |
| All | -30.7% | +3.0% | -33.8% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling