-44.0%
ACHR vs UL
+14.4%
-58.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -2.3% | -3.4% | +1.1% | -1.5% |
| 30D | -11.3% | +0.5% | -11.8% | -11.3% |
| 3M | +5.3% | +7.2% | -2.0% | +3.1% |
| 6M | -13.2% | -3.1% | -10.2% | -12.6% |
| YTD | -25.8% | -2.7% | -23.1% | -25.6% |
| 1Y | -34.3% | -10.2% | -24.0% | -32.6% |
| 3Y | -19.9% | +20.3% | -40.2% | -28.1% |
| 5Y | -42.7% | +19.9% | -62.6% | -51.0% |
| All | -44.0% | +14.4% | -58.4% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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