+114.8%
CSCO vs ACHR
-44.8%
+159.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.6% |
| 7D | 0.0% | -2.7% | +2.6% | +0.1% |
| 30D | -10.7% | -12.1% | +1.4% | -10.2% |
| 3M | -8.7% | +3.4% | -12.1% | -9.5% |
| 6M | +44.9% | -15.6% | +60.6% | +45.2% |
| YTD | +44.1% | -26.9% | +71.0% | +45.3% |
| 1Y | +65.9% | -34.8% | +100.6% | +67.4% |
| 3Y | +109.0% | -19.2% | +128.2% | +100.3% |
| 5Y | +114.8% | -43.8% | +158.5% | +96.0% |
| All | +114.8% | -44.8% | +159.6% | +96.0% |
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