-34.3%
ACHR vs TW
-14.2%
-20.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.2% |
| 7D | -2.3% | -4.5% | +2.2% | -3.1% |
| 30D | -11.3% | -2.3% | -9.0% | -11.6% |
| 3M | +5.3% | +2.6% | +2.7% | +5.2% |
| 6M | -13.2% | -17.5% | +4.3% | -15.0% |
| YTD | -25.8% | -5.3% | -20.5% | -24.0% |
| 1Y | -34.3% | -14.8% | -19.5% | -40.0% |
| All | -34.3% | -14.2% | -20.1% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling