+296.4%
ARM vs ACHR
-11.6%
+308.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +5.5% | -0.7% | +6.2% | +5.7% |
| 30D | -8.2% | +9.8% | -18.0% | -12.2% |
| 3M | -35.9% | -10.5% | -25.4% | -34.6% |
| 6M | +103.1% | -15.5% | +118.7% | +110.8% |
| YTD | +130.6% | -24.1% | +154.7% | +144.6% |
| 1Y | +86.1% | -32.4% | +118.5% | +99.5% |
| All | +296.4% | -11.6% | +308.0% | +273.1% |
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