-19.9%
ACHR vs ITW
+20.2%
-40.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.6% |
| 30D | -11.3% | -8.3% | -3.0% | -4.6% |
| 3M | +5.3% | +6.0% | -0.7% | -2.4% |
| 6M | -13.2% | 0.0% | -13.2% | -15.4% |
| YTD | -25.8% | +10.2% | -36.0% | -35.2% |
| 1Y | -34.3% | +3.2% | -37.5% | -38.7% |
| 3Y | -19.9% | +21.0% | -40.9% | -43.1% |
| All | -19.9% | +20.2% | -40.2% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling