-44.0%
ACHR vs ROK
+90.9%
-134.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.1% |
| 7D | -2.3% | -1.2% | -1.0% | -1.3% |
| 30D | -11.3% | -4.8% | -6.5% | -7.8% |
| 3M | +5.3% | -6.1% | +11.4% | +8.8% |
| 6M | -13.2% | +15.5% | -28.7% | -24.7% |
| YTD | -25.8% | +11.2% | -37.0% | -33.6% |
| 1Y | -34.3% | +23.8% | -58.1% | -45.9% |
| 3Y | -19.9% | +53.1% | -73.1% | -45.4% |
| 5Y | -42.7% | +48.3% | -90.9% | -63.0% |
| All | -44.0% | +90.9% | -134.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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