-44.8%
ACHR vs Z
-77.1%
+32.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.4% |
| 7D | -2.7% | -7.1% | +4.4% | +0.3% |
| 30D | -12.1% | -4.8% | -7.4% | -10.3% |
| 3M | +3.4% | -9.3% | +12.7% | +6.7% |
| 6M | -15.6% | -29.0% | +13.3% | -3.7% |
| YTD | -26.9% | -52.9% | +26.0% | -1.6% |
| 1Y | -34.8% | -63.1% | +28.4% | -2.8% |
| 3Y | -19.2% | -36.9% | +17.6% | -6.1% |
| 5Y | -43.8% | -65.5% | +21.7% | -35.4% |
| All | -44.8% | -77.1% | +32.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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