-41.5%
ACHR vs CHD
+18.5%
-60.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +1.9% |
| 7D | +4.9% | -2.9% | +7.8% | +4.6% |
| 30D | +4.3% | -6.2% | +10.5% | +3.8% |
| 3M | +1.7% | +1.6% | +0.2% | +2.0% |
| 6M | -6.9% | -3.5% | -3.3% | -6.8% |
| YTD | -22.5% | +16.2% | -38.7% | -21.4% |
| 1Y | -31.5% | +3.4% | -34.9% | -31.1% |
| 3Y | -14.4% | +4.6% | -19.0% | -14.3% |
| 5Y | -41.6% | +21.1% | -62.8% | -48.9% |
| All | -41.5% | +18.5% | -60.0% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling