+174.6%
ARM vs ACHR
-31.3%
+205.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.7% | -10.0% | -0.2% |
| 7D | -15.2% | +5.7% | -20.9% | -16.8% |
| 30D | -40.7% | -4.9% | -35.8% | -39.7% |
| 3M | -39.1% | -15.1% | -24.0% | -36.6% |
| 6M | -26.4% | -30.7% | +4.3% | -18.1% |
| YTD | +59.7% | -41.0% | +100.7% | +84.0% |
| 1Y | +10.3% | -50.0% | +60.3% | +32.5% |
| 3Y | +228.9% | -17.0% | +245.9% | +207.3% |
| All | +174.6% | -31.3% | +205.9% | +180.5% |
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