-55.5%
ACHR vs TPR
+412.7%
-468.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.0% | +15.7% | +15.3% |
| 7D | +5.7% | +14.2% | -8.5% | -2.0% |
| 30D | -4.9% | +17.1% | -22.0% | -13.1% |
| 3M | -15.1% | -17.7% | +2.6% | -8.4% |
| 6M | -30.7% | -10.2% | -20.6% | -29.9% |
| YTD | -41.0% | +4.9% | -45.9% | -45.8% |
| 1Y | -50.0% | +36.1% | -86.1% | -60.8% |
| 3Y | -17.0% | +416.5% | -433.5% | -69.7% |
| 5Y | -29.4% | +254.8% | -284.2% | -71.3% |
| All | -55.5% | +412.7% | -468.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling