-45.3%
ACHR vs TXT
+70.2%
-115.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -5.4% | -0.2% | -5.2% | -5.2% |
| 30D | -19.7% | -10.2% | -9.5% | -13.4% |
| 3M | +7.9% | -13.3% | +21.2% | +19.1% |
| 6M | -13.8% | -14.4% | +0.6% | -4.5% |
| YTD | -27.5% | -9.1% | -18.4% | -23.4% |
| 1Y | -33.9% | -2.2% | -31.8% | -33.6% |
| 3Y | -20.0% | +5.1% | -25.0% | -25.2% |
| 5Y | -44.0% | +12.8% | -56.8% | -50.3% |
| All | -45.3% | +70.2% | -115.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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