-22.5%
ACHR vs RRC
+60.0%
-82.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.2% |
| 7D | -9.2% | +6.4% | -15.6% | -11.2% |
| 30D | -1.0% | +23.9% | -24.9% | -9.1% |
| 3M | -42.2% | +30.2% | -72.4% | -48.1% |
| 6M | -38.2% | +26.3% | -64.4% | -44.1% |
| YTD | -46.4% | +48.1% | -94.5% | -56.2% |
| 1Y | -49.4% | +37.7% | -87.0% | -57.0% |
| 3Y | -22.5% | +60.3% | -82.8% | -32.8% |
| All | -22.5% | +60.0% | -82.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling