-27.1%
CMCSA vs ACHR
-19.2%
-7.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.7% |
| 7D | +3.2% | -9.2% | +12.4% | +3.5% |
| 30D | +19.5% | -1.0% | +20.5% | +19.4% |
| 3M | -2.4% | -42.2% | +39.8% | -0.3% |
| 6M | +3.8% | -38.2% | +42.0% | +5.6% |
| YTD | -5.4% | -46.4% | +41.0% | -3.4% |
| 1Y | +1.1% | -49.4% | +50.5% | +3.3% |
| 3Y | -27.1% | -22.5% | -4.6% | -30.3% |
| All | -27.1% | -19.2% | -7.9% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling