+66.8%
ADP vs ACHR
-45.8%
+112.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.6% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -5.6% |
| 30D | -3.1% | -12.1% | +9.0% | -2.6% |
| 3M | +15.6% | +3.4% | +12.2% | +15.0% |
| 6M | +20.8% | -15.6% | +36.4% | +21.1% |
| YTD | +4.7% | -26.9% | +31.6% | +5.6% |
| 1Y | -8.3% | -34.8% | +26.5% | -7.5% |
| 3Y | +13.6% | -19.2% | +32.8% | +8.5% |
| 5Y | +45.0% | -43.8% | +88.8% | +28.9% |
| All | +66.8% | -45.8% | +112.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling