-41.5%
ACHR vs NSC
+59.7%
-101.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +4.9% | -1.5% | +6.4% | +5.9% |
| 30D | +4.3% | -1.9% | +6.2% | +5.5% |
| 3M | +1.7% | +6.2% | -4.5% | -3.4% |
| 6M | -6.9% | +9.2% | -16.0% | -14.3% |
| YTD | -22.5% | +15.0% | -37.5% | -31.6% |
| 1Y | -31.5% | +21.1% | -52.6% | -41.7% |
| 3Y | -14.4% | +78.6% | -93.0% | -42.4% |
| 5Y | -41.6% | +45.9% | -87.5% | -56.4% |
| All | -41.5% | +59.7% | -101.2% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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