+307.7%
COP vs ACHR
-45.8%
+353.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.7% | +6.8% | +1.3% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +11.7% | -12.1% | +23.9% | +12.1% |
| 3M | +17.7% | +3.4% | +14.3% | +17.1% |
| 6M | +18.3% | -15.6% | +34.0% | +18.5% |
| YTD | +49.1% | -26.9% | +75.9% | +50.0% |
| 1Y | +53.3% | -34.8% | +88.1% | +54.5% |
| 3Y | +22.2% | -19.2% | +41.4% | +19.2% |
| 5Y | +193.3% | -43.8% | +237.1% | +170.8% |
| All | +307.7% | -45.8% | +353.5% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling