-44.0%
ACHR vs VRSK
-9.4%
-34.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.3% | -5.2% | +2.9% | -0.3% |
| 30D | -11.3% | -2.3% | -9.0% | -10.6% |
| 3M | +5.3% | -2.9% | +8.2% | +4.2% |
| 6M | -13.2% | -12.8% | -0.4% | -10.1% |
| YTD | -25.8% | -20.8% | -5.0% | -19.2% |
| 1Y | -34.3% | -33.2% | -1.1% | -20.7% |
| 3Y | -19.9% | -26.6% | +6.6% | -14.9% |
| 5Y | -42.7% | -11.3% | -31.3% | -48.8% |
| All | -44.0% | -9.4% | -34.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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