+74.6%
ADP vs ACHR
-43.7%
+118.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | +2.8% | +9.8% | -7.0% | +2.3% |
| 3M | +20.9% | -10.5% | +31.4% | +21.1% |
| 6M | +29.9% | -15.5% | +45.4% | +30.2% |
| YTD | +9.6% | -24.1% | +33.7% | +10.3% |
| 1Y | -5.3% | -32.4% | +27.2% | -4.6% |
| 3Y | +16.5% | -11.6% | +28.1% | +10.8% |
| 5Y | +49.4% | -42.9% | +92.3% | +32.7% |
| All | +74.6% | -43.7% | +118.3% | +54.2% |
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