-56.6%
ACHR vs ROIV
+296.3%
-352.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.4% | -6.5% | -9.7% |
| 7D | +11.9% | +9.2% | +2.7% | +9.6% |
| 30D | -2.5% | +19.9% | -22.4% | -6.9% |
| 3M | -31.2% | +10.6% | -41.8% | -33.3% |
| 6M | -32.2% | +36.1% | -68.3% | -38.5% |
| YTD | -42.4% | +84.3% | -126.7% | -52.0% |
| 1Y | -49.9% | +87.6% | -137.5% | -58.4% |
| 3Y | -12.9% | +353.9% | -366.8% | -42.1% |
| 5Y | -24.6% | +376.1% | -400.6% | -56.6% |
| All | -56.6% | +296.3% | -352.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling