-44.0%
ACHR vs RVTY
-12.0%
-32.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +0.9% |
| 7D | -2.3% | -4.5% | +2.3% | +0.1% |
| 30D | -11.3% | +5.5% | -16.7% | -13.9% |
| 3M | +5.3% | +22.5% | -17.2% | -7.3% |
| 6M | -13.2% | +38.9% | -52.1% | -29.0% |
| YTD | -25.8% | +28.7% | -54.5% | -37.0% |
| 1Y | -34.3% | +45.5% | -79.8% | -48.0% |
| 3Y | -19.9% | +16.4% | -36.3% | -31.0% |
| 5Y | -42.7% | -32.7% | -9.9% | -38.3% |
| All | -44.0% | -12.0% | -32.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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