-8.0%
ACHR vs USAR
-18.3%
+10.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.3% |
| 7D | +18.0% | +0.8% | +17.2% | +17.9% |
| 30D | +3.6% | -30.1% | +33.7% | +10.9% |
| 3M | -28.4% | -56.3% | +27.9% | -16.7% |
| 6M | -25.7% | -68.6% | +42.9% | -9.0% |
| YTD | -35.4% | -30.5% | -4.8% | -30.7% |
| 1Y | -45.6% | -53.5% | +7.9% | -39.0% |
| 3Y | -2.2% | -19.3% | +17.1% | +49.2% |
| All | -8.0% | -18.3% | +10.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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