-20.8%
ACHR vs XRT
-1.7%
-19.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | +14.0% | +4.1% | +9.9% | +8.1% |
| 30D | -5.0% | +9.9% | -15.0% | -16.3% |
| 3M | -24.8% | +2.3% | -27.0% | -27.5% |
| 6M | -27.3% | +9.6% | -36.9% | -36.4% |
| YTD | -37.4% | +9.1% | -46.5% | -44.6% |
| 1Y | -44.3% | +16.2% | -60.5% | -54.5% |
| 3Y | -5.2% | +60.1% | -65.3% | -45.9% |
| 5Y | -20.8% | -0.5% | -20.4% | -27.4% |
| All | -20.8% | -1.7% | -19.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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