+125.4%
B vs ACHR
-43.7%
+169.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | +9.8% | -0.4% | +8.6% |
| 3M | +5.0% | -10.5% | +15.5% | +5.1% |
| 6M | -3.5% | -15.5% | +12.0% | -3.3% |
| YTD | +4.5% | -24.1% | +28.5% | +5.2% |
| 1Y | +67.8% | -32.4% | +100.2% | +69.4% |
| 3Y | +196.7% | -11.6% | +208.3% | +186.7% |
| 5Y | +151.9% | -42.9% | +194.8% | +135.0% |
| All | +125.4% | -43.7% | +169.2% | +101.2% |
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