-55.5%
ACHR vs RY
+199.6%
-255.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.3% | +16.0% | +16.3% |
| 7D | +5.7% | -0.9% | +6.6% | +6.6% |
| 30D | -4.9% | +5.9% | -10.8% | -11.8% |
| 3M | -15.1% | -4.3% | -10.8% | -11.1% |
| 6M | -30.7% | +12.1% | -42.9% | -42.0% |
| YTD | -41.0% | +20.3% | -61.2% | -54.7% |
| 1Y | -50.0% | +41.0% | -91.0% | -68.9% |
| 3Y | -17.0% | +157.5% | -174.5% | -73.4% |
| 5Y | -29.4% | +123.2% | -152.6% | -74.2% |
| All | -55.5% | +199.6% | -255.1% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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