+182.6%
CSCO vs ACHR
-43.7%
+226.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -10.1% | +9.8% | -19.9% | -10.9% |
| 3M | -15.7% | -10.5% | -5.2% | -15.6% |
| 6M | +36.3% | -15.5% | +51.8% | +36.5% |
| YTD | +43.8% | -24.1% | +67.9% | +44.7% |
| 1Y | +63.9% | -32.4% | +96.4% | +65.1% |
| 3Y | +104.4% | -11.6% | +116.0% | +95.3% |
| 5Y | +111.4% | -42.9% | +154.3% | +91.2% |
| All | +182.6% | -43.7% | +226.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling