+48.7%
ADP vs ACHR
-29.8%
+78.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +1.0% |
| 7D | +2.2% | -9.2% | +11.4% | +2.5% |
| 30D | +10.6% | -1.0% | +11.5% | +10.4% |
| 3M | +12.9% | -42.2% | +55.1% | +15.6% |
| 6M | +50.6% | -38.2% | +88.8% | +53.1% |
| YTD | +23.2% | -46.4% | +69.6% | +25.7% |
| 1Y | +25.3% | -49.4% | +74.6% | +28.1% |
| 3Y | +47.1% | -22.5% | +69.6% | +39.4% |
| All | +48.7% | -29.8% | +78.5% | +30.0% |
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