+214.2%
ARM vs ACHR
-33.0%
+247.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.9% | +9.1% | +1.9% |
| 7D | +19.8% | +11.9% | +7.9% | +15.0% |
| 30D | -21.8% | -2.5% | -19.3% | -21.1% |
| 3M | -26.5% | -31.2% | +4.6% | -17.3% |
| 6M | -3.9% | -32.2% | +28.3% | +7.6% |
| YTD | +82.8% | -42.4% | +125.2% | +112.1% |
| 1Y | +34.3% | -49.9% | +84.2% | +61.6% |
| 3Y | +282.2% | -12.9% | +295.1% | +250.1% |
| All | +214.2% | -33.0% | +247.1% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling