-41.5%
ACHR vs NWSA
+79.3%
-120.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.5% |
| 7D | +4.9% | -2.6% | +7.5% | +6.9% |
| 30D | +4.3% | +4.6% | -0.3% | +0.9% |
| 3M | +1.7% | +10.2% | -8.5% | -6.9% |
| 6M | -6.9% | +21.6% | -28.5% | -21.3% |
| YTD | -22.5% | +14.6% | -37.1% | -32.3% |
| 1Y | -31.5% | +0.4% | -31.8% | -33.6% |
| 3Y | -14.4% | +45.0% | -59.4% | -36.1% |
| 5Y | -41.6% | +41.3% | -82.9% | -56.8% |
| All | -41.5% | +79.3% | -120.8% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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