-30.4%
DIS vs ACHR
-56.3%
+25.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.7% | -15.1% | -1.9% |
| 7D | +5.2% | +5.7% | -0.5% | +4.5% |
| 30D | +11.5% | -4.9% | +16.4% | +11.7% |
| 3M | +11.5% | -15.1% | +26.6% | +12.6% |
| 6M | +8.9% | -30.7% | +39.6% | +11.3% |
| YTD | +3.4% | -41.0% | +44.4% | +6.9% |
| 1Y | +7.2% | -50.0% | +57.2% | +12.5% |
| 3Y | +43.3% | -17.0% | +60.3% | +32.5% |
| 5Y | -31.4% | -29.4% | -2.0% | -43.4% |
| All | -30.4% | -56.3% | +25.9% | -47.6% |
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