-42.7%
ACHR vs ROL
-3.9%
-38.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +9.8% | -4.1% | +13.9% | +11.2% |
| 3M | -10.5% | -22.5% | +12.0% | -3.4% |
| 6M | -15.5% | -37.7% | +22.1% | -1.4% |
| YTD | -24.1% | -39.6% | +15.5% | -10.7% |
| 1Y | -32.4% | -36.0% | +3.6% | -22.9% |
| 3Y | -11.6% | -5.1% | -6.5% | -17.3% |
| 5Y | -42.9% | -3.4% | -39.5% | -48.5% |
| All | -42.7% | -3.9% | -38.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling