-51.3%
ACHR vs ROL
+3.6%
-54.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +18.0% | +0.8% | +17.2% | +17.6% |
| 30D | +3.6% | +20.6% | -17.0% | -2.5% |
| 3M | -28.4% | +4.5% | -32.9% | -29.7% |
| 6M | -25.7% | -26.5% | +0.8% | -18.3% |
| YTD | -35.4% | -34.8% | -0.5% | -26.0% |
| 1Y | -45.6% | -33.2% | -12.5% | -38.5% |
| 3Y | -2.2% | +4.5% | -6.7% | -11.7% |
| 5Y | -20.3% | +15.5% | -35.9% | -34.0% |
| All | -51.3% | +3.6% | -54.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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