+45.8%
ADP vs ACHR
-41.7%
+87.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.6% |
| 7D | -5.5% | +4.9% | -10.3% | -5.7% |
| 30D | -1.2% | +4.3% | -5.5% | -1.5% |
| 3M | +17.9% | +1.7% | +16.1% | +17.3% |
| 6M | +20.3% | -6.9% | +27.2% | +20.0% |
| YTD | +5.8% | -22.5% | +28.3% | +6.4% |
| 1Y | -7.7% | -31.5% | +23.8% | -7.1% |
| 3Y | +14.7% | -14.4% | +29.1% | +9.3% |
| 5Y | +45.8% | -41.6% | +87.4% | +25.2% |
| All | +45.8% | -41.7% | +87.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling