-44.0%
ACHR vs VICR
+112.9%
-156.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.8% | -1.0% |
| 7D | -2.3% | +5.0% | -7.2% | -3.8% |
| 30D | -11.3% | -12.5% | +1.2% | -8.5% |
| 3M | +5.3% | -33.6% | +38.9% | +14.7% |
| 6M | -13.2% | +10.7% | -23.9% | -23.0% |
| YTD | -25.8% | +80.6% | -106.4% | -44.5% |
| 1Y | -34.3% | +288.4% | -322.6% | -63.1% |
| 3Y | -19.9% | +213.8% | -233.7% | -55.4% |
| 5Y | -42.7% | +58.8% | -101.5% | -67.8% |
| All | -44.0% | +112.9% | -156.9% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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