-14.4%
ACHR vs TXT
+5.7%
-20.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +4.3% | -11.1% | +15.4% | +13.6% |
| 3M | +1.7% | -13.0% | +14.7% | +12.3% |
| 6M | -6.9% | -16.2% | +9.3% | +5.4% |
| YTD | -22.5% | -8.7% | -13.8% | -18.3% |
| 1Y | -31.5% | -3.8% | -27.7% | -30.6% |
| 3Y | -14.4% | +5.5% | -19.9% | -22.2% |
| All | -14.4% | +5.7% | -20.1% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling