-41.6%
ACHR vs ROP
-14.2%
-27.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +3.7% |
| 7D | +4.9% | -5.4% | +10.3% | +8.1% |
| 30D | +4.3% | -1.6% | +5.9% | +5.1% |
| 3M | +1.7% | +18.8% | -17.1% | -10.5% |
| 6M | -6.9% | +8.2% | -15.1% | -13.1% |
| YTD | -22.5% | -10.5% | -12.0% | -17.5% |
| 1Y | -31.5% | -23.7% | -7.7% | -17.4% |
| 3Y | -14.4% | -17.9% | +3.5% | -3.7% |
| 5Y | -41.6% | -15.3% | -26.3% | -39.6% |
| All | -41.6% | -14.2% | -27.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling