-51.8%
ACHR vs ROIV
+303.1%
-354.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +7.1% |
| 7D | +15.3% | +13.3% | +2.0% | +11.7% |
| 30D | -3.0% | +14.8% | -17.8% | -6.4% |
| 3M | -14.0% | +11.9% | -25.9% | -17.2% |
| 6M | -25.8% | +42.4% | -68.2% | -33.6% |
| YTD | -36.0% | +87.4% | -123.5% | -46.9% |
| 1Y | -41.2% | +97.2% | -138.4% | -51.9% |
| 3Y | -8.6% | +375.7% | -384.2% | -40.0% |
| 5Y | -20.6% | +379.0% | -399.7% | -54.5% |
| All | -51.8% | +303.1% | -354.8% | -66.3% |
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