+324.8%
COP vs ACHR
-60.3%
+385.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +1.8% |
| 7D | +4.4% | -9.2% | +13.6% | +4.7% |
| 30D | 0.0% | -1.0% | +0.9% | -0.2% |
| 3M | +15.0% | -42.2% | +57.2% | +17.1% |
| 6M | +22.0% | -38.2% | +60.2% | +23.5% |
| YTD | +55.3% | -46.4% | +101.8% | +57.8% |
| 1Y | +64.1% | -49.4% | +113.5% | +67.0% |
| 3Y | +34.1% | -22.5% | +56.6% | +30.6% |
| 5Y | +133.4% | -29.8% | +163.2% | +119.2% |
| All | +324.8% | -60.3% | +385.1% | +257.5% |
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