-20.6%
ACHR vs TAP
+2.3%
-22.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.6% |
| 7D | +15.3% | -7.8% | +23.2% | +17.3% |
| 30D | -3.0% | +7.1% | -10.1% | -5.3% |
| 3M | -14.0% | -7.0% | -6.9% | -12.9% |
| 6M | -25.8% | -3.8% | -22.0% | -26.0% |
| YTD | -36.0% | -11.7% | -24.3% | -35.0% |
| 1Y | -41.2% | -10.1% | -31.1% | -40.8% |
| 3Y | -8.6% | -23.7% | +15.1% | -2.2% |
| 5Y | -20.6% | +2.9% | -23.5% | -23.1% |
| All | -20.6% | +2.3% | -22.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling