-44.0%
ACHR vs ROP
-5.4%
-38.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.3% | -4.6% | +2.3% | +0.1% |
| 30D | -11.3% | -1.7% | -9.6% | -10.6% |
| 3M | +5.3% | +17.1% | -11.8% | -5.6% |
| 6M | -13.2% | +10.9% | -24.1% | -20.0% |
| YTD | -25.8% | -12.1% | -13.7% | -20.9% |
| 1Y | -34.3% | -24.2% | -10.0% | -22.3% |
| 3Y | -19.9% | -20.4% | +0.4% | -8.6% |
| 5Y | -42.7% | -15.4% | -27.3% | -40.1% |
| All | -44.0% | -5.4% | -38.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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