-44.8%
ACHR vs TAP
-0.1%
-44.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.7% | -5.5% |
| 7D | -2.7% | -5.1% | +2.4% | -1.6% |
| 30D | -12.1% | -8.4% | -3.7% | -10.5% |
| 3M | +3.4% | -3.9% | +7.3% | +3.8% |
| 6M | -15.6% | -14.4% | -1.3% | -13.0% |
| YTD | -26.9% | -14.7% | -12.1% | -24.9% |
| 1Y | -34.8% | -18.7% | -16.1% | -32.4% |
| 3Y | -19.2% | -32.6% | +13.4% | -11.9% |
| 5Y | -43.8% | -1.4% | -42.3% | -42.3% |
| All | -44.8% | -0.1% | -44.7% | -43.7% |
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