-52.8%
ACHR vs TXT
+86.6%
-139.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -3.2% |
| 7D | +14.0% | -1.1% | +15.1% | +14.8% |
| 30D | -5.0% | +17.1% | -22.1% | -15.9% |
| 3M | -24.8% | -2.6% | -22.1% | -24.2% |
| 6M | -27.3% | -4.6% | -22.8% | -26.0% |
| YTD | -37.4% | -0.3% | -37.0% | -38.6% |
| 1Y | -44.3% | +5.9% | -50.2% | -47.7% |
| 3Y | -5.2% | +14.4% | -19.6% | -17.5% |
| 5Y | -20.8% | +15.9% | -36.7% | -34.5% |
| All | -52.8% | +86.6% | -139.3% | -63.5% |
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