-59.6%
ACHR vs ROST
+111.2%
-170.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.5% |
| 6M | -38.2% | +9.8% | -48.0% | -42.6% |
| YTD | -46.4% | +29.4% | -75.8% | -55.3% |
| 1Y | -49.4% | +44.4% | -93.7% | -60.8% |
| 3Y | -22.5% | +95.0% | -117.5% | -50.3% |
| 5Y | -29.8% | +111.9% | -141.6% | -60.3% |
| All | -59.6% | +111.2% | -170.7% | -77.3% |
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