+59.2%
CSX vs ACHR
-25.3%
+84.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.9% | +11.9% | +1.6% |
| 7D | +3.1% | +11.9% | -8.8% | +2.3% |
| 30D | +9.7% | -2.5% | +12.2% | +9.7% |
| 3M | +4.9% | -31.2% | +36.1% | +6.9% |
| 6M | +18.4% | -32.2% | +50.6% | +20.1% |
| YTD | +45.9% | -42.4% | +88.3% | +48.9% |
| 1Y | +50.0% | -49.9% | +99.9% | +54.2% |
| 3Y | +78.0% | -12.9% | +90.9% | +69.2% |
| 5Y | +59.2% | -24.6% | +83.7% | +45.9% |
| All | +59.2% | -25.3% | +84.5% | +45.9% |
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 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