-52.8%
ACHR vs ROP
+15.9%
-68.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +14.0% | +0.2% | +13.9% | +13.5% |
| 30D | -5.0% | +30.3% | -35.4% | -17.8% |
| 3M | -24.8% | +17.8% | -42.5% | -31.4% |
| 6M | -27.3% | +38.9% | -66.2% | -40.8% |
| YTD | -37.4% | +7.6% | -45.0% | -40.3% |
| 1Y | -44.3% | +6.5% | -50.8% | -46.5% |
| 3Y | -5.2% | -6.3% | +1.0% | -0.8% |
| 5Y | -20.8% | +0.9% | -21.8% | -25.9% |
| All | -52.8% | +15.9% | -68.6% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling