-59.6%
ACHR vs ROL
+4.7%
-64.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -7.7% |
| 7D | -9.2% | +3.0% | -12.2% | -10.0% |
| 30D | -1.0% | +19.8% | -20.8% | -6.6% |
| 3M | -42.2% | +7.9% | -50.1% | -43.8% |
| 6M | -38.2% | -25.6% | -12.5% | -32.3% |
| YTD | -46.4% | -34.1% | -12.3% | -38.9% |
| 1Y | -49.4% | -31.4% | -18.0% | -43.3% |
| 3Y | -22.5% | +4.7% | -27.2% | -29.9% |
| 5Y | -29.8% | +15.6% | -45.4% | -41.8% |
| All | -59.6% | +4.7% | -64.3% | -67.0% |
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