-56.6%
ACHR vs TPR
+412.0%
-468.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.5% | -10.4% | -10.6% |
| 7D | +11.9% | -1.1% | +13.0% | +12.6% |
| 30D | -2.5% | +15.1% | -17.6% | -10.0% |
| 3M | -31.2% | -13.4% | -17.8% | -27.9% |
| 6M | -32.2% | +1.4% | -33.6% | -35.6% |
| YTD | -42.4% | +4.8% | -47.2% | -47.1% |
| 1Y | -49.9% | +29.2% | -79.1% | -59.3% |
| 3Y | -12.9% | +403.7% | -416.6% | -67.7% |
| 5Y | -24.6% | +230.8% | -255.4% | -69.0% |
| All | -56.6% | +412.0% | -468.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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