+107.7%
COST vs ACHR
-42.8%
+150.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.2% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -4.7% | -11.3% | +6.6% | -4.3% |
| 3M | -7.1% | +5.3% | -12.4% | -7.6% |
| 6M | -8.5% | -13.2% | +4.7% | -8.5% |
| YTD | +5.4% | -25.8% | +31.2% | +6.0% |
| 1Y | -5.6% | -34.3% | +28.6% | -5.0% |
| 3Y | +68.5% | -19.9% | +88.4% | +62.2% |
| All | +107.7% | -42.8% | +150.5% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling