-44.0%
ACHR vs TNA
+0.7%
-44.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | -2.3% | -7.3% | +5.0% | +2.0% |
| 30D | -11.3% | -14.2% | +2.9% | -3.3% |
| 3M | +5.3% | -4.6% | +9.8% | +8.0% |
| 6M | -13.2% | +36.9% | -50.1% | -27.9% |
| YTD | -25.8% | +42.5% | -68.3% | -39.5% |
| 1Y | -34.3% | +45.8% | -80.0% | -46.8% |
| 3Y | -19.9% | +104.7% | -124.6% | -48.2% |
| 5Y | -42.7% | -21.7% | -21.0% | -53.0% |
| All | -44.0% | +0.7% | -44.7% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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