-44.8%
ACHR vs TDY
+56.1%
-100.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -4.1% |
| 7D | -2.7% | -1.8% | -0.8% | -0.9% |
| 30D | -12.1% | -13.8% | +1.6% | +0.4% |
| 3M | +3.4% | -3.9% | +7.3% | +6.3% |
| 6M | -15.6% | -9.0% | -6.6% | -8.5% |
| YTD | -26.9% | +16.5% | -43.4% | -37.8% |
| 1Y | -34.8% | +9.3% | -44.0% | -40.5% |
| 3Y | -19.2% | +45.1% | -64.3% | -42.0% |
| 5Y | -43.8% | +35.0% | -78.7% | -58.1% |
| All | -44.8% | +56.1% | -100.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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