-41.5%
ACHR vs RNG
-82.2%
+40.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.7% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +4.3% | +11.4% | -7.1% | +0.3% |
| 3M | +1.7% | +72.1% | -70.3% | -19.2% |
| 6M | -6.9% | +67.9% | -74.8% | -27.1% |
| YTD | -22.5% | +144.3% | -166.8% | -50.9% |
| 1Y | -31.5% | +117.5% | -149.0% | -54.4% |
| 3Y | -14.4% | +123.9% | -138.3% | -46.7% |
| 5Y | -41.6% | -70.1% | +28.5% | -37.0% |
| All | -41.5% | -82.2% | +40.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling