-52.8%
ACHR vs URA
+174.8%
-227.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +4.5% |
| 7D | +14.0% | +0.3% | +13.7% | +14.2% |
| 30D | -5.0% | -14.8% | +9.7% | +5.7% |
| 3M | -24.8% | -25.3% | +0.5% | -9.6% |
| 6M | -27.3% | -39.9% | +12.6% | +0.5% |
| YTD | -37.4% | -22.4% | -14.9% | -26.1% |
| 1Y | -44.3% | -29.0% | -15.3% | -30.5% |
| 3Y | -5.2% | +41.0% | -46.2% | -19.7% |
| 5Y | -20.8% | +38.3% | -59.2% | -37.9% |
| All | -52.8% | +174.8% | -227.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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