+305.0%
AMAT vs ACHR
-56.3%
+361.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.7% | -10.5% | +1.8% |
| 7D | -14.7% | +5.7% | -20.4% | -15.5% |
| 30D | -36.1% | -4.9% | -31.2% | -35.6% |
| 3M | -36.9% | -15.1% | -21.8% | -35.7% |
| 6M | -22.2% | -30.7% | +8.5% | -18.7% |
| YTD | +29.9% | -41.0% | +70.9% | +38.2% |
| 1Y | +43.3% | -50.0% | +93.3% | +55.6% |
| 3Y | +142.7% | -17.0% | +159.7% | +121.9% |
| 5Y | +126.2% | -29.4% | +155.6% | +79.2% |
| All | +305.0% | -56.3% | +361.3% | +219.3% |
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