-59.6%
ACHR vs TXT
+79.8%
-139.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.4% |
| 7D | -9.2% | +0.1% | -9.4% | -9.1% |
| 30D | -1.0% | +13.3% | -14.3% | -10.2% |
| 3M | -42.2% | -5.0% | -37.2% | -40.6% |
| 6M | -38.2% | -8.4% | -29.8% | -35.1% |
| YTD | -46.4% | -4.0% | -42.4% | -46.0% |
| 1Y | -49.4% | +2.8% | -52.2% | -51.5% |
| 3Y | -22.5% | +10.3% | -32.8% | -30.7% |
| 5Y | -29.8% | +9.2% | -38.9% | -40.1% |
| All | -59.6% | +79.8% | -139.3% | -67.9% |
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