-44.0%
ACHR vs ROST
+107.5%
-151.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -5.4% | -2.5% | -2.9% | -3.8% |
| 30D | -19.7% | -10.3% | -9.5% | -14.0% |
| 3M | +7.9% | -2.6% | +10.5% | +8.9% |
| 6M | -13.8% | +6.5% | -20.3% | -18.7% |
| YTD | -27.5% | +25.9% | -53.5% | -39.3% |
| 1Y | -33.9% | +52.3% | -86.3% | -51.9% |
| 3Y | -20.0% | +94.6% | -114.5% | -50.6% |
| 5Y | -44.0% | +111.1% | -155.1% | -70.1% |
| All | -44.0% | +107.5% | -151.5% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling