-41.5%
ACHR vs TNA
+7.2%
-48.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.8% |
| 7D | +4.9% | +4.1% | +0.8% | +2.5% |
| 30D | +4.3% | -7.6% | +11.9% | +8.9% |
| 3M | +1.7% | +8.1% | -6.3% | -2.8% |
| 6M | -6.9% | +49.0% | -55.9% | -26.3% |
| YTD | -22.5% | +51.7% | -74.2% | -39.0% |
| 1Y | -31.5% | +59.6% | -91.1% | -47.3% |
| 3Y | -14.4% | +118.9% | -133.3% | -46.7% |
| 5Y | -41.6% | -19.2% | -22.5% | -53.6% |
| All | -41.5% | +7.2% | -48.7% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling