-32.4%
ACHR vs ITW
+5.8%
-38.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | +9.8% | -9.1% | +19.0% | +11.4% |
| 3M | -10.5% | +8.2% | -18.7% | -13.8% |
| 6M | -15.5% | -4.8% | -10.8% | -15.3% |
| YTD | -24.1% | +11.0% | -35.1% | -26.2% |
| 1Y | -32.4% | +4.2% | -36.7% | -32.7% |
| All | -32.4% | +5.8% | -38.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling