+3.2%
ACHR vs USAR
+58.5%
-55.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | +0.2% |
| 7D | -5.4% | -9.3% | +3.9% | -3.7% |
| 30D | -19.7% | -15.2% | -4.6% | -17.4% |
| 3M | +7.9% | -21.1% | +29.0% | +12.1% |
| 6M | -13.8% | -21.6% | +7.8% | -11.0% |
| YTD | -27.5% | +34.8% | -62.3% | -31.4% |
| 1Y | -33.9% | +15.6% | -49.6% | -35.7% |
| 3Y | -20.0% | +57.7% | -77.7% | +22.5% |
| All | +3.2% | +58.5% | -55.3% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling