+382.2%
RCL vs ACHR
-52.6%
+434.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +1.7% |
| 7D | +5.0% | +15.3% | -10.4% | +2.5% |
| 30D | +19.4% | -3.0% | +22.4% | +19.6% |
| 3M | +5.9% | -14.0% | +19.9% | +7.3% |
| 6M | +23.8% | -25.8% | +49.6% | +26.9% |
| YTD | +22.8% | -36.0% | +58.9% | +27.8% |
| 1Y | +34.3% | -41.2% | +75.5% | +41.0% |
| 3Y | +276.4% | -8.6% | +285.0% | +230.9% |
| 5Y | +281.6% | -20.6% | +302.2% | +181.4% |
| All | +382.2% | -52.6% | +434.8% | +204.3% |
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