-17.0%
ACHR vs ROIV
+314.9%
-332.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.2% | +8.6% | +12.0% |
| 7D | +5.7% | +5.3% | +0.4% | +3.5% |
| 30D | -4.9% | +11.9% | -16.8% | -9.4% |
| 3M | -15.1% | +10.7% | -25.8% | -20.2% |
| 6M | -30.7% | +34.9% | -65.6% | -42.0% |
| YTD | -41.0% | +79.2% | -120.1% | -58.1% |
| 1Y | -50.0% | +89.0% | -139.0% | -65.6% |
| 3Y | -17.0% | +337.3% | -354.4% | -65.4% |
| All | -17.0% | +314.9% | -332.0% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling