-27.7%
ACHR vs TPR
+253.5%
-281.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.0% | +15.7% | +15.3% |
| 7D | +5.7% | +14.2% | -8.5% | -2.9% |
| 30D | -4.9% | +17.1% | -22.0% | -14.0% |
| 3M | -15.1% | -17.7% | +2.6% | -7.7% |
| 6M | -30.7% | -10.2% | -20.6% | -29.9% |
| YTD | -41.0% | +4.9% | -45.9% | -46.7% |
| 1Y | -50.0% | +36.1% | -86.1% | -62.3% |
| 3Y | -17.0% | +416.5% | -433.5% | -75.5% |
| All | -27.7% | +253.5% | -281.2% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling