-44.0%
ACHR vs RNG
-70.1%
+26.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -5.4% | -9.6% | +4.2% | -1.9% |
| 30D | -19.7% | +8.8% | -28.5% | -22.2% |
| 3M | +7.9% | +78.6% | -70.7% | -16.1% |
| 6M | -13.8% | +70.3% | -84.0% | -33.4% |
| YTD | -27.5% | +140.3% | -167.9% | -54.5% |
| 1Y | -33.9% | +126.6% | -160.5% | -57.5% |
| 3Y | -20.0% | +120.2% | -140.2% | -50.7% |
| 5Y | -44.0% | -68.3% | +24.3% | -38.6% |
| All | -44.0% | -70.1% | +26.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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