-56.6%
ACHR vs TXT
+81.2%
-137.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.9% | -9.0% | -9.6% |
| 7D | +11.9% | -1.1% | +13.0% | +12.7% |
| 30D | -2.5% | +13.3% | -15.7% | -11.4% |
| 3M | -31.2% | -5.1% | -26.0% | -29.2% |
| 6M | -32.2% | -7.1% | -25.1% | -29.6% |
| YTD | -42.4% | -3.2% | -39.2% | -42.3% |
| 1Y | -49.9% | +2.3% | -52.3% | -51.8% |
| 3Y | -12.9% | +11.1% | -24.0% | -22.5% |
| 5Y | -24.6% | +10.0% | -34.6% | -36.0% |
| All | -56.6% | +81.2% | -137.7% | -65.7% |
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