-44.0%
ACHR vs TGT
+7.5%
-51.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.3% | -5.2% | +3.0% | +0.4% |
| 30D | -11.3% | +1.2% | -12.5% | -11.8% |
| 3M | +5.3% | +18.4% | -13.1% | -4.1% |
| 6M | -13.2% | +33.4% | -46.7% | -25.9% |
| YTD | -25.8% | +63.8% | -89.6% | -43.4% |
| 1Y | -34.3% | +77.2% | -111.4% | -52.1% |
| 3Y | -19.9% | +41.8% | -61.7% | -38.8% |
| 5Y | -42.7% | -25.5% | -17.1% | -45.5% |
| All | -44.0% | +7.5% | -51.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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