-42.7%
ACHR vs TXT
+69.9%
-112.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.7% | -4.8% | +4.1% | +2.9% |
| 30D | +9.8% | -10.6% | +20.4% | +18.8% |
| 3M | -10.5% | -13.2% | +2.7% | -1.4% |
| 6M | -15.5% | -20.3% | +4.8% | -1.1% |
| YTD | -24.1% | -9.3% | -14.8% | -19.6% |
| 1Y | -32.4% | -2.7% | -29.7% | -31.8% |
| 3Y | -11.6% | +1.4% | -13.0% | -15.2% |
| 5Y | -42.9% | +9.6% | -52.5% | -49.2% |
| All | -42.7% | +69.9% | -112.6% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling