-43.8%
ACHR vs CHD
+19.3%
-63.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.8% |
| 7D | -2.7% | -4.2% | +1.5% | -3.1% |
| 30D | -12.1% | -7.6% | -4.6% | -12.9% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | -15.6% | -6.3% | -9.3% | -15.9% |
| YTD | -26.9% | +14.6% | -41.5% | -25.5% |
| 1Y | -34.8% | +1.6% | -36.4% | -34.4% |
| 3Y | -19.2% | +3.1% | -22.4% | -18.9% |
| 5Y | -43.8% | +21.1% | -64.8% | -59.8% |
| All | -43.8% | +19.3% | -63.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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