+94.9%
ADP vs ACHR
-57.3%
+152.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.9% | +11.4% | +1.0% |
| 7D | +0.3% | +11.9% | -11.6% | -0.3% |
| 30D | +11.6% | -2.5% | +14.1% | +11.5% |
| 3M | +15.1% | -31.2% | +46.2% | +16.7% |
| 6M | +46.0% | -32.2% | +78.3% | +47.7% |
| YTD | +22.4% | -42.4% | +64.8% | +24.4% |
| 1Y | +24.5% | -49.9% | +74.4% | +27.3% |
| 3Y | +44.8% | -12.9% | +57.7% | +37.2% |
| 5Y | +49.1% | -24.6% | +73.6% | +31.7% |
| All | +94.9% | -57.3% | +152.2% | +73.8% |
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