+64.2%
ACHR vs TLN
+716.6%
-652.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.3% |
| 7D | +18.0% | +15.9% | +2.1% | +11.6% |
| 30D | +3.6% | -0.3% | +3.9% | +3.5% |
| 3M | -28.4% | +5.8% | -34.2% | -31.0% |
| 6M | -25.7% | -1.2% | -24.5% | -27.1% |
| YTD | -35.4% | +1.0% | -36.4% | -38.4% |
| 1Y | -45.6% | +1.1% | -46.7% | -48.2% |
| 3Y | -2.2% | +591.7% | -593.9% | -46.3% |
| All | +64.2% | +716.6% | -652.4% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling