+4.0%
ACN vs ACHR
-60.3%
+64.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.7% |
| 7D | -3.8% | -9.2% | +5.4% | -3.3% |
| 30D | +16.5% | -1.0% | +17.5% | +16.2% |
| 3M | +41.5% | -42.2% | +83.6% | +46.7% |
| 6M | +60.1% | -38.2% | +98.3% | +63.9% |
| YTD | -3.9% | -46.4% | +42.5% | -0.9% |
| 1Y | +4.1% | -49.4% | +53.5% | +7.6% |
| 3Y | -15.9% | -22.5% | +6.6% | -21.1% |
| 5Y | -26.3% | -29.8% | +3.5% | -37.2% |
| All | +4.0% | -60.3% | +64.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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