-55.5%
ACHR vs URA
+168.1%
-223.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.4% | +10.3% | +11.9% |
| 7D | +5.7% | -4.1% | +9.8% | +8.9% |
| 30D | -4.9% | -19.0% | +14.1% | +9.2% |
| 3M | -15.1% | -25.1% | +10.0% | +1.8% |
| 6M | -30.7% | -44.5% | +13.8% | +0.5% |
| YTD | -41.0% | -24.3% | -16.6% | -29.2% |
| 1Y | -50.0% | -28.1% | -21.9% | -38.0% |
| 3Y | -17.0% | +40.7% | -57.7% | -29.4% |
| 5Y | -29.4% | +35.5% | -64.9% | -43.8% |
| All | -55.5% | +168.1% | -223.5% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling