+178.0%
CSCO vs ACHR
-46.3%
+224.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -1.1% | -5.4% | +4.3% | -0.8% |
| 30D | -10.8% | -19.7% | +8.9% | -9.8% |
| 3M | -9.2% | +7.9% | -17.1% | -10.2% |
| 6M | +39.5% | -13.8% | +53.3% | +39.7% |
| YTD | +41.5% | -27.5% | +69.0% | +42.7% |
| 1Y | +61.0% | -33.9% | +94.9% | +62.3% |
| 3Y | +105.2% | -20.0% | +125.2% | +97.2% |
| 5Y | +113.4% | -44.0% | +157.4% | +93.5% |
| All | +178.0% | -46.3% | +224.3% | +153.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling