-42.7%
ACHR vs TW
+58.3%
-101.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | +9.8% | +3.9% | +5.9% | +8.0% |
| 3M | -10.5% | +5.7% | -16.2% | -13.9% |
| 6M | -15.5% | -14.5% | -1.0% | -10.7% |
| YTD | -24.1% | -0.9% | -23.2% | -25.9% |
| 1Y | -32.4% | -13.5% | -18.9% | -29.5% |
| 3Y | -11.6% | +25.0% | -36.6% | -25.5% |
| 5Y | -42.9% | +22.7% | -65.6% | -53.9% |
| All | -42.7% | +58.3% | -101.0% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling