-42.7%
ACHR vs IT
+18.6%
-61.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | +1.0% |
| 7D | -0.7% | -6.0% | +5.3% | +1.8% |
| 30D | +9.8% | 0.0% | +9.8% | +9.7% |
| 3M | -10.5% | +13.1% | -23.6% | -16.8% |
| 6M | -15.5% | +11.7% | -27.2% | -22.3% |
| YTD | -24.1% | -26.1% | +2.0% | -15.1% |
| 1Y | -32.4% | -21.3% | -11.2% | -27.9% |
| 3Y | -11.6% | -46.7% | +35.1% | +15.0% |
| 5Y | -42.9% | -40.5% | -2.4% | -33.0% |
| All | -42.7% | +18.6% | -61.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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