-59.6%
ACHR vs NWSA
+62.7%
-122.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -8.8% |
| 7D | -9.2% | +2.2% | -11.4% | -10.6% |
| 30D | -1.0% | -8.8% | +7.8% | +4.5% |
| 3M | -42.2% | -6.5% | -35.7% | -40.4% |
| 6M | -38.2% | +1.5% | -39.7% | -41.2% |
| YTD | -46.4% | +4.0% | -50.4% | -50.6% |
| 1Y | -49.4% | +3.4% | -52.8% | -53.1% |
| 3Y | -22.5% | +34.8% | -57.3% | -40.3% |
| 5Y | -29.8% | +18.4% | -48.1% | -44.4% |
| All | -59.6% | +62.7% | -122.2% | -69.1% |
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