+19.3%
ARM vs ACHR
-58.8%
+78.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.0% | -5.2% |
| 7D | -18.7% | -5.1% | -13.6% | -16.6% |
| 30D | -36.7% | -12.7% | -24.0% | -32.8% |
| 3M | -31.6% | -22.4% | -9.2% | -25.5% |
| 6M | -5.6% | -28.6% | +23.0% | +9.0% |
| YTD | +75.5% | -45.2% | +120.7% | +111.5% |
| 1Y | +19.3% | -56.9% | +76.2% | +51.4% |
| All | +19.3% | -58.8% | +78.1% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling