-56.9%
ACHR vs TLN
-17.6%
-39.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.3% | +2.6% |
| 7D | -5.1% | -6.0% | +1.0% | -3.4% |
| 30D | -12.7% | -1.5% | -11.2% | -12.9% |
| 3M | -22.4% | -3.9% | -18.5% | -22.5% |
| 6M | -28.6% | -15.0% | -13.6% | -25.8% |
| YTD | -45.2% | -12.8% | -32.4% | -45.5% |
| 1Y | -56.9% | -17.3% | -39.6% | -56.0% |
| All | -56.9% | -17.6% | -39.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling