-44.8%
ACHR vs ROL
-7.4%
-37.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.3% |
| 7D | -2.7% | -3.3% | +0.6% | -1.6% |
| 30D | -12.1% | -7.2% | -4.9% | -10.0% |
| 3M | +3.4% | -27.0% | +30.4% | +14.0% |
| 6M | -15.6% | -39.5% | +23.9% | -0.6% |
| YTD | -26.9% | -41.8% | +14.9% | -13.0% |
| 1Y | -34.8% | -38.9% | +4.1% | -24.4% |
| 3Y | -19.2% | -0.4% | -18.9% | -26.5% |
| 5Y | -43.8% | -4.2% | -39.6% | -49.2% |
| All | -44.8% | -7.4% | -37.4% | -53.0% |
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