+120.5%
COP vs ACHR
-21.2%
+141.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | -6.1% | +14.0% | -20.1% | -6.6% |
| 30D | +1.1% | -5.0% | +6.2% | +1.2% |
| 3M | +10.9% | -24.8% | +35.7% | +11.9% |
| 6M | +20.8% | -27.3% | +48.1% | +21.6% |
| YTD | +48.0% | -37.4% | +85.4% | +49.8% |
| 1Y | +58.5% | -44.3% | +102.8% | +61.1% |
| 3Y | +28.1% | -5.2% | +33.4% | +23.4% |
| 5Y | +120.5% | -20.8% | +141.3% | +107.5% |
| All | +120.5% | -21.2% | +141.7% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling