+8.0%
ABT vs ACHR
-42.6%
+50.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -3.1% | +4.9% | -8.0% | -3.3% |
| 30D | -2.1% | +4.3% | -6.4% | -2.3% |
| 3M | +17.4% | +1.7% | +15.7% | +17.1% |
| 6M | -2.4% | -6.9% | +4.5% | -2.5% |
| YTD | -14.2% | -22.5% | +8.3% | -14.0% |
| 1Y | -18.3% | -31.5% | +13.2% | -18.1% |
| 3Y | +11.5% | -14.4% | +25.9% | +7.4% |
| 5Y | -9.9% | -41.6% | +31.8% | -14.4% |
| All | +8.0% | -42.6% | +50.5% | +5.6% |
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