-56.6%
ACHR vs RRC
+672.3%
-728.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -10.8% |
| 7D | +11.9% | +2.5% | +9.4% | +11.3% |
| 30D | -2.5% | +21.1% | -23.6% | -6.4% |
| 3M | -31.2% | +28.4% | -59.5% | -34.7% |
| 6M | -32.2% | +26.5% | -58.7% | -35.7% |
| YTD | -42.4% | +47.0% | -89.4% | -47.5% |
| 1Y | -49.9% | +35.2% | -85.1% | -53.5% |
| 3Y | -12.9% | +61.0% | -73.9% | -21.4% |
| 5Y | -24.6% | +133.6% | -158.2% | -34.1% |
| All | -56.6% | +672.3% | -728.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling