+268.4%
RCL vs ACHR
-46.3%
+314.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.5% | -5.4% | +2.9% | -1.6% |
| 30D | -15.7% | -19.7% | +4.1% | -12.9% |
| 3M | -3.6% | +7.9% | -11.5% | -6.2% |
| 6M | -8.7% | -13.8% | +5.1% | -8.1% |
| YTD | -6.2% | -27.5% | +21.4% | -3.6% |
| 1Y | -22.9% | -33.9% | +11.1% | -20.8% |
| 3Y | +173.6% | -20.0% | +193.6% | +147.4% |
| 5Y | +226.6% | -44.0% | +270.5% | +136.4% |
| All | +268.4% | -46.3% | +314.7% | +129.4% |
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