+4.2%
ACHR vs USAR
+68.6%
-64.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.3% | -5.0% |
| 7D | -2.7% | -4.4% | +1.8% | -1.8% |
| 30D | -12.1% | -10.4% | -1.7% | -10.5% |
| 3M | +3.4% | -18.4% | +21.8% | +6.7% |
| 6M | -15.6% | -8.8% | -6.8% | -15.2% |
| YTD | -26.9% | +43.4% | -70.2% | -31.5% |
| 1Y | -34.8% | +21.0% | -55.7% | -37.1% |
| 3Y | -19.2% | +67.7% | -87.0% | +22.2% |
| All | +4.2% | +68.6% | -64.4% | +105.5% |
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