+453.5%
AMAT vs ACHR
-43.7%
+497.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -14.8% | +9.8% | -24.6% | -16.6% |
| 3M | -9.3% | -10.5% | +1.2% | -8.8% |
| 6M | +27.4% | -15.5% | +42.9% | +28.8% |
| YTD | +77.6% | -24.1% | +101.6% | +81.8% |
| 1Y | +188.9% | -32.4% | +221.4% | +198.0% |
| 3Y | +202.3% | -11.6% | +213.9% | +173.3% |
| 5Y | +248.9% | -42.9% | +291.8% | +186.1% |
| All | +453.5% | -43.7% | +497.2% | +320.1% |
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