-10.8%
ACHR vs USAR
-21.7%
+10.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -0.2% |
| 7D | +14.0% | -9.1% | +23.1% | +16.2% |
| 30D | -5.0% | -36.9% | +31.9% | +3.6% |
| 3M | -24.8% | -58.4% | +33.6% | -11.6% |
| 6M | -27.3% | -70.6% | +43.3% | -9.9% |
| YTD | -37.4% | -33.4% | -3.9% | -32.3% |
| 1Y | -44.3% | -54.0% | +9.8% | -37.1% |
| 3Y | -5.2% | -22.7% | +17.4% | +45.8% |
| All | -10.8% | -21.7% | +10.9% | +103.1% |
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