+76.5%
CSX vs ACHR
-43.7%
+120.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.1% | +9.8% | -12.9% | -3.8% |
| 3M | +7.2% | -10.5% | +17.7% | +7.3% |
| 6M | +16.2% | -15.5% | +31.7% | +16.5% |
| YTD | +37.5% | -24.1% | +61.6% | +38.4% |
| 1Y | +53.2% | -32.4% | +85.7% | +54.5% |
| 3Y | +68.2% | -11.6% | +79.8% | +60.8% |
| 5Y | +65.2% | -42.9% | +108.1% | +49.7% |
| All | +76.5% | -43.7% | +120.2% | +51.9% |
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 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