-51.3%
ACHR vs TAP
+3.0%
-54.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +18.0% | -8.0% | +26.0% | +19.6% |
| 30D | +3.6% | +4.1% | -0.4% | +2.3% |
| 3M | -28.4% | -4.4% | -24.1% | -28.1% |
| 6M | -25.7% | -1.9% | -23.7% | -26.2% |
| YTD | -35.4% | -12.1% | -23.3% | -34.5% |
| 1Y | -45.6% | -12.0% | -33.6% | -45.0% |
| 3Y | -2.2% | -25.0% | +22.8% | +3.6% |
| 5Y | -20.3% | -1.1% | -19.2% | -19.0% |
| All | -51.3% | +3.0% | -54.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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