-56.6%
ACHR vs ROP
+16.7%
-73.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | 0.0% | -10.9% | -10.9% |
| 7D | +11.9% | -2.7% | +14.6% | +13.0% |
| 30D | -2.5% | +29.7% | -32.2% | -15.3% |
| 3M | -31.2% | +21.2% | -52.4% | -38.2% |
| 6M | -32.2% | +48.3% | -80.5% | -47.0% |
| YTD | -42.4% | +8.4% | -50.8% | -45.3% |
| 1Y | -49.9% | +6.0% | -55.9% | -51.6% |
| 3Y | -12.9% | -5.6% | -7.3% | -9.1% |
| 5Y | -24.6% | +1.3% | -25.8% | -29.6% |
| All | -56.6% | +16.7% | -73.3% | -61.4% |
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