-32.2%
ACHR vs TLN
+2.2%
-34.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.1% | -13.0% | -11.6% |
| 7D | +11.9% | +22.3% | -10.4% | +4.5% |
| 30D | -2.5% | +1.2% | -3.7% | -4.1% |
| 3M | -31.2% | +5.9% | -37.1% | -33.2% |
| 6M | -32.2% | +3.2% | -35.5% | -35.6% |
| All | -32.2% | +2.2% | -34.4% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling