-14.4%
ACHR vs Z
-37.5%
+23.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +5.2% |
| 7D | +4.9% | -3.3% | +8.1% | +6.3% |
| 30D | +4.3% | -3.7% | +8.0% | +6.2% |
| 3M | +1.7% | -7.0% | +8.7% | +4.0% |
| 6M | -6.9% | -29.5% | +22.6% | +9.0% |
| YTD | -22.5% | -52.6% | +30.1% | +9.7% |
| 1Y | -31.5% | -64.0% | +32.5% | +11.8% |
| 3Y | -14.4% | -36.4% | +22.0% | -2.2% |
| All | -14.4% | -37.5% | +23.1% | -2.2% |
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