-44.0%
ACHR vs TW
+51.2%
-95.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | -2.3% | -4.5% | +2.2% | -0.5% |
| 30D | -11.3% | -2.3% | -9.0% | -10.7% |
| 3M | +5.3% | +2.6% | +2.7% | +2.8% |
| 6M | -13.2% | -17.5% | +4.3% | -7.1% |
| YTD | -25.8% | -5.3% | -20.5% | -26.3% |
| 1Y | -34.3% | -14.8% | -19.5% | -31.4% |
| 3Y | -19.9% | +18.8% | -38.8% | -31.2% |
| 5Y | -42.7% | +20.7% | -63.4% | -53.2% |
| All | -44.0% | +51.2% | -95.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling