-38.2%
ACHR vs TXT
-7.7%
-30.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | -9.2% | +0.1% | -9.4% | -9.1% |
| 30D | -1.0% | +13.3% | -14.3% | -5.8% |
| 3M | -42.2% | -5.0% | -37.2% | -40.1% |
| 6M | -38.2% | -8.4% | -29.8% | -34.6% |
| All | -38.2% | -7.7% | -30.5% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling