+165.0%
CSCO vs ACHR
-57.3%
+222.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.9% | +12.1% | +1.9% |
| 7D | +6.6% | +11.9% | -5.3% | +5.7% |
| 30D | -11.3% | -2.5% | -8.9% | -11.4% |
| 3M | -17.3% | -31.2% | +13.8% | -15.8% |
| 6M | +3.5% | -32.2% | +35.8% | +5.0% |
| YTD | +34.9% | -42.4% | +77.3% | +37.5% |
| 1Y | +40.5% | -49.9% | +90.4% | +44.2% |
| 3Y | +109.3% | -12.9% | +122.1% | +100.2% |
| 5Y | +105.9% | -24.6% | +130.4% | +86.7% |
| All | +165.0% | -57.3% | +222.3% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling