-55.5%
ACHR vs ROIV
+285.3%
-340.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.2% | +8.6% | +13.1% |
| 7D | +5.7% | +5.3% | +0.4% | +4.4% |
| 30D | -4.9% | +11.9% | -16.8% | -7.7% |
| 3M | -15.1% | +10.7% | -25.8% | -18.0% |
| 6M | -30.7% | +34.9% | -65.6% | -37.1% |
| YTD | -41.0% | +79.2% | -120.1% | -50.5% |
| 1Y | -50.0% | +89.0% | -139.0% | -58.6% |
| 3Y | -17.0% | +337.3% | -354.4% | -44.5% |
| 5Y | -29.4% | +402.3% | -431.7% | -59.6% |
| All | -55.5% | +285.3% | -340.8% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling