+195.8%
AXP vs ACHR
-52.1%
+247.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | -2.9% | +18.0% | -20.8% | -4.6% |
| 30D | +3.7% | +3.6% | +0.1% | +3.0% |
| 3M | -4.9% | -28.4% | +23.5% | -2.1% |
| 6M | +4.1% | -25.7% | +29.7% | +5.8% |
| YTD | -11.7% | -35.4% | +23.7% | -9.4% |
| 1Y | -11.7% | -45.6% | +33.9% | -8.0% |
| 3Y | +116.5% | -2.2% | +118.7% | +100.7% |
| 5Y | +89.5% | -20.3% | +109.8% | +61.3% |
| All | +195.8% | -52.1% | +247.9% | +134.7% |
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