-41.5%
ACHR vs ITW
+49.5%
-91.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +4.9% | -0.4% | +5.3% | +5.2% |
| 30D | +4.3% | -9.4% | +13.7% | +13.0% |
| 3M | +1.7% | +7.1% | -5.4% | -5.8% |
| 6M | -6.9% | -1.9% | -5.0% | -7.3% |
| YTD | -22.5% | +10.4% | -32.9% | -31.0% |
| 1Y | -31.5% | +3.3% | -34.8% | -35.6% |
| 3Y | -14.4% | +21.0% | -35.4% | -29.8% |
| 5Y | -41.6% | +36.3% | -77.9% | -57.6% |
| All | -41.5% | +49.5% | -91.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling