-23.1%
ACN vs ACHR
-43.7%
+20.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.5% |
| 30D | +9.4% | +9.8% | -0.4% | +8.5% |
| 3M | +5.6% | -10.5% | +16.2% | +5.8% |
| 6M | -9.3% | -15.5% | +6.3% | -9.0% |
| YTD | -29.0% | -24.1% | -4.9% | -28.3% |
| 1Y | -24.7% | -32.4% | +7.8% | -23.8% |
| 3Y | -39.8% | -11.6% | -28.2% | -43.8% |
| 5Y | -40.9% | -42.9% | +2.0% | -48.8% |
| All | -23.1% | -43.7% | +20.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 all: compounded portfolio wealth divided by compounded ACHR 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…
all analysis · Full analysis span regression · 6 months rolling