+219.8%
ARM vs ACHR
-24.8%
+244.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.2% | +8.9% | +11.0% |
| 7D | +6.0% | +18.0% | -11.9% | +0.4% |
| 30D | -20.3% | +3.6% | -24.0% | -21.2% |
| 3M | -24.4% | -28.4% | +4.0% | -16.1% |
| 6M | -4.4% | -25.7% | +21.3% | +3.9% |
| YTD | +86.0% | -35.4% | +121.4% | +108.1% |
| 1Y | +35.8% | -45.6% | +81.4% | +59.0% |
| 3Y | +289.1% | -2.2% | +291.3% | +243.4% |
| All | +219.8% | -24.8% | +244.6% | +217.3% |
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