-41.5%
ACHR vs ROIV
+311.1%
-352.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +18.8% | -16.7% | -2.9% |
| 7D | +4.9% | +20.2% | -15.3% | -0.6% |
| 30D | +4.3% | +14.1% | -9.9% | 0.0% |
| 3M | +1.7% | +45.6% | -43.8% | -8.8% |
| 6M | -6.9% | +44.1% | -51.0% | -16.6% |
| YTD | -22.5% | +91.2% | -113.6% | -35.9% |
| 1Y | -31.5% | +221.3% | -252.8% | -50.7% |
| 3Y | -14.4% | +229.2% | -243.6% | -39.9% |
| 5Y | -41.6% | +316.5% | -358.1% | -62.3% |
| All | -41.5% | +311.1% | -352.6% | -59.3% |
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