-22.5%
ACHR vs TLN
+580.6%
-603.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.2% | -5.8% |
| 7D | -9.2% | +11.0% | -20.3% | -12.8% |
| 30D | -1.0% | +4.9% | -5.9% | -3.2% |
| 3M | -42.2% | +4.9% | -47.1% | -44.0% |
| 6M | -38.2% | +7.1% | -45.3% | -41.2% |
| YTD | -46.4% | +0.3% | -46.7% | -48.7% |
| 1Y | -49.4% | +5.9% | -55.3% | -52.7% |
| 3Y | -22.5% | +578.5% | -601.0% | -37.2% |
| All | -22.5% | +580.6% | -603.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling