-16.2%
ACHR vs USAR
+73.2%
-89.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | +9.8% | +2.6% | +7.2% | +9.0% |
| 3M | -10.5% | -35.0% | +24.5% | -3.9% |
| 6M | -15.5% | -6.9% | -8.7% | -15.5% |
| YTD | -24.1% | +48.0% | -72.1% | -29.4% |
| 1Y | -32.4% | +24.8% | -57.2% | -35.3% |
| All | -16.2% | +73.2% | -89.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling