+118.1%
COF vs ACHR
-19.6%
+137.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | -5.1% | -2.3% | -2.9% | -4.9% |
| 30D | -6.0% | -11.3% | +5.3% | -4.7% |
| 3M | +14.8% | +5.3% | +9.5% | +13.0% |
| 6M | +15.3% | -13.2% | +28.6% | +15.7% |
| YTD | -13.0% | -25.8% | +12.7% | -11.3% |
| 1Y | -5.7% | -34.3% | +28.6% | -3.5% |
| 3Y | +118.1% | -19.9% | +138.1% | +114.2% |
| All | +118.1% | -19.6% | +137.7% | +114.2% |
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 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