-22.5%
ACHR vs TPR
+403.8%
-426.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.8% |
| 7D | -9.2% | -0.3% | -8.9% | -9.0% |
| 30D | -1.0% | +15.1% | -16.1% | -8.7% |
| 3M | -42.2% | +3.5% | -45.7% | -43.8% |
| 6M | -38.2% | +0.4% | -38.6% | -41.5% |
| YTD | -46.4% | +4.6% | -51.0% | -51.5% |
| 1Y | -49.4% | +33.1% | -82.5% | -61.3% |
| 3Y | -22.5% | +396.0% | -418.5% | -85.7% |
| All | -22.5% | +403.8% | -426.3% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling