-41.5%
ACHR vs ROST
+109.0%
-150.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +4.9% | +0.2% | +4.6% | +4.7% |
| 30D | +4.3% | -10.0% | +14.3% | +10.9% |
| 3M | +1.7% | +1.2% | +0.5% | +0.1% |
| 6M | -6.9% | +8.9% | -15.8% | -13.0% |
| YTD | -22.5% | +28.1% | -50.5% | -34.8% |
| 1Y | -31.5% | +53.0% | -84.4% | -48.9% |
| 3Y | -14.4% | +97.9% | -112.2% | -45.3% |
| 5Y | -41.6% | +112.0% | -153.6% | -66.8% |
| All | -41.5% | +109.0% | -150.5% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling