+25.2%
ACHR vs TEM
+79.0%
-53.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.7% | -1.3% | -5.0% |
| 7D | -9.2% | -5.9% | -3.4% | -7.2% |
| 30D | -1.0% | +4.8% | -5.8% | -2.3% |
| 3M | -42.2% | +31.9% | -74.1% | -49.0% |
| 6M | -38.2% | +56.0% | -94.2% | -49.0% |
| YTD | -46.4% | +21.3% | -67.7% | -52.2% |
| 1Y | -49.4% | +5.4% | -54.8% | -52.7% |
| All | +25.2% | +79.0% | -53.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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