-16.7%
ACHR vs Z
-20.9%
+4.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.3% | -8.6% | -9.8% |
| 7D | +11.9% | -4.9% | +16.8% | +14.5% |
| 30D | -2.5% | +3.0% | -5.4% | -5.4% |
| 3M | -31.2% | -13.4% | -17.8% | -27.7% |
| 6M | -32.2% | -27.3% | -4.9% | -23.2% |
| YTD | -42.4% | -57.8% | +15.4% | -15.0% |
| 1Y | -49.9% | -60.0% | +10.1% | -23.8% |
| All | -16.7% | -20.9% | +4.1% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling