-22.5%
ACHR vs ROST
+94.3%
-116.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -5.5% |
| 7D | -9.2% | +0.3% | -9.5% | -9.1% |
| 30D | -1.0% | +0.5% | -1.5% | -1.4% |
| 3M | -42.2% | -5.2% | -36.9% | -40.4% |
| 6M | -38.2% | +9.8% | -48.0% | -43.1% |
| YTD | -46.4% | +29.4% | -75.8% | -56.6% |
| 1Y | -49.4% | +44.4% | -93.7% | -62.6% |
| 3Y | -22.5% | +95.0% | -117.5% | -51.7% |
| All | -22.5% | +94.3% | -116.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling