-42.7%
ACHR vs RL
+286.8%
-329.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -2.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | +9.8% | -7.8% | +17.6% | +14.9% |
| 3M | -10.5% | -4.0% | -6.5% | -9.3% |
| 6M | -15.5% | -1.9% | -13.6% | -16.2% |
| YTD | -24.1% | -0.2% | -23.9% | -26.0% |
| 1Y | -32.4% | +10.7% | -43.1% | -38.6% |
| 3Y | -11.6% | +210.8% | -222.4% | -57.1% |
| 5Y | -42.9% | +238.2% | -281.1% | -74.2% |
| All | -42.7% | +286.8% | -329.5% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling