-32.4%
ACHR vs TLN
-17.2%
-15.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -2.3% |
| 7D | -0.7% | +7.1% | -7.8% | -3.4% |
| 30D | +9.8% | -3.9% | +13.7% | +10.8% |
| 3M | -10.5% | -16.2% | +5.7% | -5.3% |
| 6M | -15.5% | -5.8% | -9.7% | -15.3% |
| YTD | -24.1% | -15.4% | -8.6% | -22.3% |
| 1Y | -32.4% | -16.7% | -15.8% | -28.8% |
| All | -32.4% | -17.2% | -15.2% | -28.8% |
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